The clinical immunology literature is punctuated with research on psychosocial dimensions of illness. Studies investigating the lived experiences and stated needs of patients with primary immune deficiencies and their families are essential to improving clinical management and determining the research questions that matter to patients and other stakeholders. Yet, to move the field forward, a systematic review of literature and proposed agenda is needed. A systematic review was conducted via PubMed and Scopus to include original research on psychological, social, or behavioral aspects of primary immune deficiencies published between 1999 and 2015. A Title/Abstract keyword search was conducted, 317 candidate article abstracts were manually reviewed, and forward/backward reference searches were completed. Twenty-nine studies met inclusion criteria. These illuminate the complex psychological, social, and emotional experiences of primary immune deficiency. Themes included the potential for negative psychosocial impact from disease; adaptation over time; the multi-dimensional assessments of quality of life; familial impact; the important roles of hope, developing a sense of control, social support; and addressing anxiety/depression in our patients and their families. Methodological considerations and areas for improvement are discussed. We propose the research agenda focus on study creativity and rigor, with improved engagement with existing literature and critical study design (e.g., methodology with adequate statistical power, careful variable selection, etc.). This review highlights opportunities to advance psychosocial research and bring a brighter future to clinicians, researchers, and families affected by primary immune deficiency.