Recent studies have problematized on the lack of agreement between self-reported and proxied data in the field of road safety-related behaviors. Overall, and although these studies are still scarce, most of them suggest that the way we perceive our own road behavior is systematically different from the perspective from which we perceive others' behavior, and vice versa. The aim of this review paper was to target the number and type of studies that have researched the behavioral perceptions of different groups of road users, contrasting self-reported behavioral data with those reported by other users (proxied), and their outcomes. This systematic review followed the PRISMA methodology, which allows for the identification of relevant articles based on the research term. A total number of 222 indexed articles were filtered, and a final selection of 19 articles directly addressing the issue was obtained. Search strategies were developed and conducted in MEDLINE, WOS, Scopus and APA databases. It is remarkable how road users perceive themselves as behaviorally 'safer' than the rest of road users in what concerns the knowledge of traffic norms and their on-road performance. In addition, and regardless of the type of user used as a source, self-reported data suggest their perceived likelihood to suffer a traffic crash is lesser if compared to any other user. On the other hand, proxied reports tend to undervalue third users' performance, and to perceive riskier behaviors and crash-related risks among them. The outputs of this systematic review support the idea that the perception of road users' behavior and its related risks substantially differ according to the source. It is also necessary to increase the number, coverage and rigor of studies on this matter, perhaps through complementary and mixed measures, in order to properly understand and face the bias on road users' risk-related behaviors.