Grey literature is literature produced by individuals or organizations outside of commercial and/or academic publishers. This can include information such as government reports, conference proceedings, graduate dissertations, unpublished clinical trials, and much more. The sources you select will be informed by your research question and field of study, but should likely include, at a minimum, theses and dissertations.
The intent of an evidence synthesis is to synthesize all available evidence that is applicable to your research question. There is a strong bias in scientific publishing toward publishing studies that show some sort of significant effect. Meanwhile, many studies and trials that show no effect end up going unpublished. But knowing that an intervention had no effect is just as important as knowing that it did have an effect when it comes to making decisions for practice and policy-making. While not peer-reviewed, grey literature represents a valuable body of information that is critical to consider when synthesizing and evaluating all available evidence.
Finding gray literature and searching it systematically is challenging. But there are a few approaches that you can take to add some structure to your search of this type of information: