Background: Physical activity (PA) practice has been inversely associated to body fat (BF) and recommended as a way to reduce and prevent obesity. The objective of this study was to conduct a systematic review on the association of PA and BF in adolescence. Methods: The review includes 18 longitudinal studies found in the PubMed database, comprising papers published from January 1990 to July 2014. Studies assessing BF only through body mass index were excluded. Results: Among the outcomes analyzed, waist circumference, skinfolds, and absolute and relative fat mass measurement were identified. Questionnaires were the more predominant way to evaluate PA. Most studies showed that PA promotes a protective effect against a higher BF gain. Conclusion: It was concluded that PA has a protective effect against BF with differences between the genders and according to the BF marker or measurement assessed; higher intensity PA leads to a greater effect against BF gain in both genders; and the maintenance or increase of PA level on BF observed through analysis of change in PA level yielded more consistent findings in the relation between PA and BF.