Many studies evaluating racial disparities in health come from the Veterans Health Administration (VHA) and are based on secondary and administrative data. Often race/ethnicity data are missing in these sources. Knowing how investigators treat missing data is critical in evaluating potential biases. The objectives of this systematic review were to quantify: (1) the data sources for VHA racial/ethnic disparity studies; (2) how missing race/ethnicity data were handled; and (3) the extent of missing race/ethnicity data. Two trained reviewers independently abstracted 114 articles. The Patient Treatment File was the most common source of race/ethnicity data (n=49). For just over half of the articles we were unable to determine if there were missing race/ethnicity data (n=58). When missing race/ethnicity data were quantified, the proportion of instances for which the data were missing ranged from 0% to 48%. Missing race/ethnicity data are frequently present in VHA secondary and administrative data sources, but, the proportion of instances for which such data are missing is explicitly discussed or quantified in only about 50% of all articles using these sources.