Studies have identified demographic, clinical, psychosocial, and perioperative variables associated with persistent pain after a variety of surgeries. This study aimed to perform a systematic review and meta-analysis of factors associated with persistent pain after total knee replacement (TKR) and total hip replacement (THR) surgeries. To meet the inclusion criteria, studies were required to assess variables before or at the time of surgery, include a persistent postsurgical pain (PPSP) outcome measure at least 2 months after a TKR or THR surgery, and include a statistical analysis of the effect of the risk factor(s) on the outcome measure. Outcomes from studies implementing univariate and multivariable statistical models were analyzed separately. Where possible, data from univariate analyses on the same factors were combined in a meta-analysis. Eighty-one studies involving 171,354 patients were included in the review. Because of the heterogeneity of assessment methods, only 44% of the studies allowed meaningful meta-analysis. In meta-analyses, state anxiety (but not trait anxiety) scores and higher depression scores on the Beck Depression Inventory were associated with an increased risk of PPSP after TKR. In the qualitative summary of multivariable analyses, higher preoperative pain scores were associated with PPSP after TKR or THR. This review systematically assessed factors associated with an increased risk of PPSP after TKR and THR and highlights current knowledge gaps that can be addressed by future research.