The grey squirrel (Sciurus carolinensis) is a mammal in the order Rodentia. It is widely distributed across eastern North America and has several colour morphs. The two most common pelage phenotypes are grey and black, with albino and leucistic individuals being rarer. The melanistic morph is especially common in the northern part of the range and in urban areas. Since the early 20th century, hypotheses have been proposed to explain this distribution. This literature review summarizes the scientific knowledge on melanism in the grey squirrel. Specifically, it aims to: 1) provide an overview of colour polymorphism in this species, with a focus on the melanistic form and its distribution; 2) present the hypotheses put forward to explain the distribution of the melanistic form and the studies conducted to test them; and 3) discuss avenues for future research.