Background: Observational studies have reported an association between physical activity and breast cancer risk reduction. This study aims to evaluate the effect of physical activity on breast cancer prevention. Methods: Articles were identified through literature available on Electronic databases (Pubmed, Embase, Scielo, Cochrane, CINAHL, Cancerlit, and Google Scholar) and manual searches. Case control and cohort studies were assessed for methodological quality, using the Newcastle-Ottawa scale. Results: Size, population, components, and characteristics of physical activity, and menopausal status were documented. Review Manager 5.1 performed analysis using the statistical method of Mantel-Haenszel. Fixed-effect analysis with dichotomous data, testing subgroups and calculating odds ratio with a confidence interval of 95% were used. Main results: 7 cohort studies and 14 case control studies were evaluated. Statistical evidence found that physical activity reduces the risk of breast cancer in case-control studies [OR = 0.84 (0.81-0.88)] (heterogeneity 72%) and cohort studies [OR = 0.61 (0.59-0.63)] (heterogeneity 100%). Conclusion: Physical activity seems to prevent breast cancer mainly in postmenopausal women.