This systematic review aims to (1) establish how different types of assessment measure sensory modulation difficulties in children with ADHD, and (2) to examine whether sensory modulation difficulties can be separated from ADHD symptomatology. The review protocol was registered with PROSPERO (CRD42018091730). PRISMA guidelines were used. Three databases (PsycINFO, PubMed, CINAHL) were searched using a predetermined search string from 1980 to 2020. Twenty-five studies met inclusion criteria. Sensory modulation difficulties are more likely to be reported when caregiver-report or behavioural measures are used, relative to physiological methods. Despite the focus to date on difficulties in auditory and tactile processing in this patient population, the reported studies show no evidence for these difficulties being more prevalent than difficulties in other sensory domains. Caregiver reports show evidence for differences in children with sensory modulation difficulties and ADHD, and those with ADHD only. This review reports variability in the prevalence of sensory modulation difficulties in children with ADHD that is dependent on the tools used to measure this domain. Approaches to the assessment of sensory modulation, and the implications for clinical practice, are considered.