This systematic review examines 35 empirical studies featuring the use of think-aloud interviews in computational thinking (CT) research. Findings show that think-aloud interviews (1) are typically conducted in Computer Science classrooms and with K-12 students; (2) are usually combined with other exploratory CT assessment tools; (3) have the potential to benefit learners with special needs and identify the competency gaps through involving diverse participants; (4) are conducted in the absence of cognitive models and standard procedures; and (5) display insufficient definitional and methodological rigor. Theoretically, this review presents a systematic assessment about the application of think-aloud interviews in CT studies and identifies the limitations in existing CT-related think-aloud studies. Practically, this review serves as a reference for studying the cognitive processes during CT problem-solving and provides suggestions for CT researchers who intend to incorporate think-aloud interviews in their studies.