Recent theoretical perspectives and empirical evidence have suggested that biased cognitive processing is an important contributor to unhealthy behaviour. Approach bias modification is a novel intervention in which approach biases for appetitive cues are modified. The current review of the literature aimed to evaluate the effectiveness of modifying approach bias for harmful consumption behaviours, including alcohol use, cigarette smoking, and unhealthy eating. Relevant publications were identified through a search of four electronic databases (PsycINFO, Google Scholar, ScienceDirect and Scopus) that were conducted between October and December 2015. Eligibility criteria included the use of a human adult sample, at least one session of avoidance training, and an outcome measure related to the behaviour of interest. The fifteen identified publications (comprising 18 individual studies) were coded on a number of characteristics, including consumption behaviour, participants, task, training and control conditions, number of training sessions and trials, outcome measure, and results. The results generally showed positive effects of approach-avoidance training, including reduced consumption behaviour in the laboratory, lower relapse rates, and improvements in self-reported measures of behaviour. Importantly, all studies (with one exception) that reported favourable consumption outcomes also demonstrated successful reduction of the approach bias for appetitive cues. Thus, the current review concluded that approach bias modification is effective for reducing both approach bias and unhealthy consumption behaviour.