This review aims to determine the specific effects of PA on systemic levels of interleukins and inflammatory markers. A systematic literature search was conducted in three computerized bibliographic databases (Medline, Embase, CENTRAL) to identify randomized controlled trials and matched case studies. Applied key words were: RA and PA including the terms exercise, exercise therapy, gymnastics and exercise movement techniques. Inclusion criteria were data on all types of proinflammatory interleukins (IL), C-reactive protein (CRP) and erythrocyte sedimentation rate (ESR). For data synthesis, the populations, interventions and outcomes were described according to the PRISMA statement. A total of 1289 publications were found. Fifteen papers, related to 14 different study populations, met the inclusion criteria. No study revealed a significant change regarding IL or CRP levels in response to the intervention (PA). In three study populations, a significant reduction of the ESR was identified, but the effect from PA was not discernible from effects of changes of the anti-rheumatic medication in these studies. The strong variability in study designs, cohort size and types of physical training programs remains an obstacle in the assessment of the measurable effects of PA on inflammatory markers in patients with RA. At present, there is no sufficient evidence to conclude that PA has a significant impact on systemic levels of inflammatory markers in RA.