(1) Background: Malignant pleural mesothelioma (MPM) is a rare but aggressive tumor arising from the pleural surface. For relapsed MPM, there is no accepted standard of- are for subsequent treatment. Thus, we aimed to compare the efficacy of chemotherapy, targeting drugs, and immune-checkpoint inhibitors (ICIs) as subsequent therapy for relapsed MPM. (2) Methods: The study was conducted in accordance with the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA). We searched several acknowledged databases. Primary outcomes were defined as overall median progressive survival (mPFS) and median overall survival (mOS) in different treatment groups. Secondary outcomes were defined as objective response rate (ORR), the proportion of stable disease (SD), and progressive disease (PD). (3) Results: Ultimately, 43 articles were selected for the meta-analysis. According to the results of a pooled analysis of single-arm studies, ICIs showed a slight advantage in mOS, while chemotherapy showed a slight advantage in mPFS (mOS: 11.2 m vs. 10.39 m and mPFS: 4.42 m vs. 5.08 m for ICIs group and chemotherapy group, respectively). We identified only a few studies that directly compared the efficacy of ICIs with that of chemotherapy, and ICIs did not show significant benefits over chemotherapy based on mOS. (4) Conclusions: Based on current evidence, we considered that immunotherapy might not be superior to chemotherapy as a subsequent therapy for relapsed MPM. Although several studies investigated the efficacy of ICIs, targeting drugs, and chemotherapy in relapsed MPM, there was still no standard of care. Further randomized control trials with consistent criteria and outcomes are recommended to guide subsequent therapy in relapsed MPM and identify patients with certain characteristics that might benefit from such subsequent therapy.