Parents have a critical role to play in the sexual education of their children. We conducted a systematic review of studies assessing the experiences of parents regarding the role they play in the sexual education of their children. We included qualitative, quantitative, and mixed methods studies conducted among parents in Europe. We searched PubMed, Web of Science and Scopus, and screened 20,244 unique records. Forty-nine studies enrolling 18,083 unique parents met inclusion criteria. The studies show that parents have ideals regarding the sexual education of their children that center around the importance of trust, open conversations, and honesty. However, challenges and concerns, related to parents' and children's gender, children's age, children's specific situations, and limited parental knowledge and communication skills prevented them from living up to these ideals. Parents pointed to the role of other institutions as ways to support and strengthen parents' contributions to the sexual development of their children. We conclude that parents may require guidance and support to identify what is appropriate sexual education for their children, based on age, gender, and other characteristics, how to provide appropriate sexual education, and to strengthen their sexual communication skills and knowledge of contemporary sexual health issues.