Performance measurement has been paid a lot of attention. This paper provides a systematic review of existing research in performance measurement follow-up, which so far has been less treated. The paper suggests a categorization of the follow-up phase into the performance measurement system, input to and output from the system, and operational activities. It is concluded that there is a lack of research concerning the operational activities in the follow-up phase. It is also concluded that most of the research concerning follow-up of performance measurement does not support continuous improvement explicitly, but concerns performance measurement follow-up in general.