The rapidly changing and highly competitive global business environment requires that organizations practice high levels of innovation if they are to satisfy customers and be sustainable over the long term. Businesses must therefore promote research and experimentation, learn about new practices, methods and technologies, keep the operational environment under constant surveillance, regularly assess performance and strive for improved performance. Knowledge and its management are therefore a critical requirement for businesses are able to innovate and succeed. Harnessing knowledge requires a leadership that is able to effectively integrate knowledge and innovation. There are a number of leadership styles that are employed in running businesses. The challenges faced by businesses are especially critical medium-sized enterprises (MEs). In the Kingdom of Saudi, MEs account for 25% of its economy, and the challenges that limit their growth include low managerial and technical skills and limited access to information. The aim of this study is to systematically review literature on the effects of leadership style, knowledge management and innovation on the performance of MEs in KSA. Specifically, the study provides a summary of the main leadership styles that are used by MEs in KSA. It also systematically analyses empirical results of studies on the effects of leadership style on knowledge and innovation, and results on the effects of leadership style on the performance of MEs in KSA. The study employed a systematic literature review, in which data was collected through a search for primary research articles in four electronic databases. The literature search was restricted full-text, peer-reviewed English language articles on leadership, knowledge management and innovation in KSA. MEs that were published between 2000 and 2020. The research established that all the leadership styles under investigation were published in the research articles published and indexed in the databases but Google scholar contributed up to 90% of the articles analysed in this research. The leaderships are Transformational research. The leaderships are leadership, Democratic leadership, Laissez-Faire leadership, Autocratic leadership and Transactional leadership. Other leaderships that were not investigated in this research were also found to have been researched and published in the period under investigation. No research article researched and published at one leadership style independently but all articles were found to have looked at more than one leadership styles.