This paper presents a literature review on the ethics of self-tracking technologies which are utilized by users to monitor parameters related to their activity and bodily parameters. By examining a total of 65 works extracted through a systematic database search and backwards snowballing, the authors of this review discuss three categories of opportunities and ten categories of concerns currently associated with self-tracking. The former include empowerment and well-being, contribution to health goals, and solidarity. The latter are social harms, privacy and surveillance, ownership control and commodification of data, autonomy, data-facilitated harm, datafication and interpretability of data, negative impact on relation to self and others, shortcomings of design, negative impact on health perception, and regulation and enforcement of rules. The review concludes with a critical analysis of the existing literature and an overview of a future research agenda that could complement the current work on ethics of self-tracking.