Massive Open Online Courses (MOOCs) allow their participants to acquire knowledge in various fields, such as STEM, at low cost or for free, provided they have access to the Internet and a web-enabled device. This study investigates a critical phenomenon in STEM MOOCs: dropout rates from a gender perspective. Our objective is to identify retention factors of women in Engineering and STEM MOOCs through a PRISMA-based Systematic Literature Review of conference papers and journal articles retrieved from IEEE Xplore and Scopus. Seventy-two papers were retrieved, of which 15 were relevant, with the majority of the information pertaining to the strategies and best practices enhancing women’s retention and engagement in STEM MOOCs. Gender socialization, lower self-efficacy and time constraints were the main dropout factors, although female students have been found to adapt more easily to digital learning environments. This comprehensive analysis aims to establish solid foundations for future MOOCs and academic studies on this topic.