As climate change alters the frequency and intensity of extreme weather events worldwide, mortality risks vary substantially across regions and populations. Identifying vulnerable groups is therefore essential. However, existing reviews remain fragmented, typically focusing on single hazards, primarily temperature, without integrating evidence across multiple weather extreme events or systematically examining spatial and sociodemographic heterogeneity. This systematic review addresses this gap to inform evidence-based assumptions for future population projections under climate change. Following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) guidelines, we synthesized global evidence on heterogeneity in mortality risks associated with climate extremes. A total of 246 studies from Web of Science and Scopus were included, comprising 211 on temperature-related mortality and 35 on natural hazard-related mortality. The findings show that climate-related mortality is unevenly distributed and shaped by demographic, socioeconomic, geographic, and climatic factors. Females, older adults, and individuals with lower education or socioeconomic status consistently face higher mortality risks related to extreme temperatures and natural hazards. Cold exposure remains the dominant global contributor to temperature-related mortality, although heat-related risks are increasing with rising global temperatures. Spatial patterns also vary across regions and climate zones: temperate regions show stronger cold effects, while tropical regions face increasing risks from hydrometeorological hazards such as storms. Despite these insights, major research gaps remain, particularly in Africa and in studies integrating demographic and socioeconomic vulnerabilities in natural hazard-related mortality.