Introduction and purpose: The aim of this systematic review is to examine the effect of exercise on premenstrual symptoms. Methods: In this systematic review, international databases (EBSCO Host, ScienceDirect PubMed, Google Scholar) were searched from the start of databases to 30 April 2018. Keywords used included "premenstrual syndrome" and "exercise". For the keywords, "Medical Subject Headings" were used. Articles were screened by the two authors independently, and in case of disagreements, items were discussed until consensus was reached. All studies evaluating the effect of exercise on premenstrual symptoms were extracted from included studies without limiting the type of exercise. Results: A total of 361 studies on the subject were examined, and 17 publications in accordance with the inclusion criteria were included in the study and evaluated. It can be said that exercise is effective in improving physical symptoms such as pain, constipation, breast sensitivity, and psychological symptoms such as anxiety and anger. However, although there is no clarity regarding other symptoms, exercise has a symptom-reducing effect. Conclusion: Exercise is an effective intervention for alleviating premenstrual symptoms in women with premenstrual syndrome.