Background A European League Against Rheumatism (EULAR) taskforce was convened to develop recommendations for lifestyle behaviours in rheumatic and musculoskeletal diseases (RMDs). This paper reviews the literature on the effects of physical exercise and body weight on disease-specific outcomes of people with RMDs. Methods Three systematic reviews were conducted to summarise evidence related to exercise and weight in seven RMDs: osteoarthritis, rheumatoid arthritis, systemic lupus erythematosus, axial spondyloarthritis (axSpA), psoriatic arthritis, systemic sclerosis and gout. Systematic reviews and original studies were included if they assessed exercise or weight in one of the above RMDs, and reported results regarding disease-specific outcomes (eg, pain, function, joint damage). Systematic reviews were only included if published between 2013–2018. Search strategies were implemented in the Medline, Embase, Cochrane Library of systematic reviews and CENTRAL databases. Results 236 articles on exercise and 181 articles on weight were included. Exercise interventions resulted in improvements in outcomes such as pain and function across all the RMDs, although the size of the effect varied by RMD and intervention. Disease activity was not influenced by exercise, other than in axSpA. Increased body weight was associated with worse outcomes for the majority of RMDs and outcomes assessed. In general, study quality was moderate for the literature on exercise and body weight in RMDs, although there was large heterogeneity between studies. Conclusion The current literature supports recommending exercise and the maintenance of a healthy body weight for people with RMDs.