Streaming video (SV), such as YouTube, is a new media widely used nowadays. Nevertheless, there is a lack of knowledge about advertising in SV. In view of this, through a search in the rich depository of the Scopus database, this article presents the first integrative literature review about advertising in SV. Searching every article and conference paper related to the topic published until May 04, 2020, 59 studies were found and classified into two main topics: marketing studies (35), mostly focused on evaluating or exploring advertising in SV, and computational studies (24), focusing on the development of systems for the insertion of ads into SV. All knowledge present in these studies was summarized so that readers (both scholars and practitioners) could have easy access to the main contributions and information present in each study. Moreover, future research directions in six main themes are presented through a research agenda.