Population density has been widely understood to be a key influencer of dispersal behavior; however, the generality of density-dependent (DD) dispersal in vertebrates is unclear. We conducted a review of the available empirical data on small mammal DD dispersal, distinguishing between the three dispersal stages: emigration, immigration, and transience (dispersal distance). We focused on small mammals because they are a well-studied, functionally similar group of vertebrates, with a distinct ecological importance. We also examined the effect of season, body mass, study length, and study type on the strength and direction of DD dispersal. The majority of emigration and dispersal distance studies reported negative density dependence, while immigration was mostly independent of density. No correlative patterns were detected; however, interpretation of the available data was hindered by inconsistencies in experimental and analytical approach across studies. Our results suggest that the three phases of the dispersal process may be influenced differently by density and highlight the importance of distinguishing between emigration, immigration, and transience when considering the effects of density dependence. As well, our study identifies several limitations with the current available data which limit the ability to compare DD dispersal behavior across systems, and calls for future investigations that consider all three phases of dispersal in the same system.