The epidemiological evidence demonstrating the effect of disinfection by-products (DBPs) from drinking water on colon and rectal cancers is well documented. However, no systematic assessment has been conducted to assess the potential effect measure modification (EMM) in the relationship between DBPs and cancer. The objective of this paper is to conduct a systematic literature review to determine the extent to which EMM has been assessed in the relationship between DBPs in drinking water in past epidemiological studies. Selected articles (n = 19) were reviewed, and effect estimates and covariates that could have been used in an EMM assessment were gathered. Approximately half of the studies assess EMM (n = 10), but the majority of studies only estimate it relative to sex subgroups (n = 6 for bladder cancer and n = 2 both for rectal and colon cancers). Although EMM is rarely assessed, several variables that could have a potential modification effect are routinely collected in these studies, such as socioeconomic status or age. The role of environmental exposures through drinking water can play an important role and contribute to cancer disparities. We encourage a systematic use of subgroup analysis to understand which populations or territories are more vulnerable to the health impacts of DBPs.