Any software development process needs to consider non-functional requirements (NFR) in order to deliver a system that complies with its stakeholders' expectations. In a previous mapping study about model-driven development (MDD) for service-oriented architectures (SOA) we found a limited number of approaches managing NFR. The present work aims at analyzing in detail the state of the art in the management of NFR in MDD processes which produce SOA. We have conducted a systematic literature review following a rigorous protocol. We have taken as initial point the mapping study mentioned above and have used the subset of the 31 papers from this study (clustered into 15 approaches) that referred to NFR. We have analyzed them qualitatively in order to answer six research questions. We have built a Software Engineering theory to formalize this analysis. As result we highlight that most of approaches focus exclusively on security and reliability and we observe that NFR are expressed mainly as annotations of functional models represented in UML. From our perspective, existing research on the topic of this study is still scarce and without any evidence of transferability to industry. This situation suggests the need for further investigation efforts in order to produce validated MDD methods capable of generating SOA satisfying NFR stated by stakeholders.