CONTEXT. Compressive therapy, especially with short-stretch bandage (SSB), is recommended in the treatment of varicose ulcers, with proved effectiveness in the healing rate or reduction of wound size. However, there is still insufficient evidence of the advantages of this type of therapy in terms of pain, quality of life (QoL) and cost of treatment. OBJECTIVES. To compare the effectiveness of SSB with other types of treatments (with or without compression) to improve pain, QoL and cost of the treatment of venous ulcers. METHODOLOGY. A systematic literature review (Cochrane methodology) was carried out on PubMed, EBSCO, Scielo, Google Academic, and grey literature. Only experimental or quasi-experimental studies, with adults with varicose ulcer were included. Two independent reviewers performed critical appraisal, data extraction, and data synthesis. RESULTS. Among 3133 hits screened, 4 randomized controlled trials (RCTs) were included, including a total of 977 patients. From these 4 trials: 2 analyzed the QoL, without significant differences between SSB and multiple layer compression; 2 showed a trend towards greater reduction of pain with SSB, but without statistically significant difference; 2 studies evaluated the cost of treatment, with contradictory results. It was not possible to perform a meta-analysis due to high heterogeneity. CONCLUSIONS. There is no evidence that SSB is more effective than other compression systems in terms of pain, QoL and cost of treatment in people with venous ulcers. More RCT's are needed, using uniform assessment tools, to allow for more robust conclusions, namely through meta-analysis.