Background: In 2018, there were 616,014 registered deaths in the United Kingdom (UK). Grief is a natural consequence. Many mental health concerns, which can be identified as grief outcomes (e.g. anxiety and depression) in those who have experienced a bereavement, can be improved through physical activity. The objective of this review was to identify from the existing literature if physical activity can benefit grief outcomes in individuals who have been bereaved. Methods: A systematic review of nine databases was performed. Included studies (qualitative and quantitative) explored physical activity to help individuals (of any age) who had experienced a human bereavement (excluding national loss). Results: From 1299 studies screened, 25 met the inclusion criteria, detailing eight types of bereavement (parental (n = 5), spousal (n = 6), patient (n = 4), pre-natal (n = 3), later life (n = 1), caregiver (n = 1), multiple (n = 4) and non-defined (n = 1). Activities including yoga, running, walking and martial arts were noted as beneficial. Physical activity allowed a sense of freedom, to express emotions, provided a distraction and an escape from grief, whilst enhancing social support. Conclusion: There is some evidence that physical activity may provide benefit for the physical health and psychological wellbeing of those who have been bereaved, including when the loss has happened at a young age. This review is timely, given the wide-scale national loss of life due to COVID-19 and extends knowledge in this area. More research is needed to explore the benefits of physical activity for those who have been bereaved. In particular, there is a need for well-designed interventions which are tailored to specific activities, populations and grief outcomes.