Agile methodology is popular in today software development. Many studies has revealed that agile software development bring significantly positive impact on software development performance, quality, and user satisfaction. However, it also has some challenges. This study tend to develop a systematic literature review to identify the challenge of agile software development (ASD) in general. The sample totaled 20 papers that complied with the inclusion criteria. The distribution of papers based on years, countries, and other criteria is presented in this study. The result showed that there are 30 challenges in implementing ASD methodology. Among 30 challenges in ASD, the most significant challenges are team management and distributed team, followed by requirement prioritization, documentation, changing and over-scoping requirement, organization, process, and progress monitoring and feedback.