Context: Use of facemasks in sport has been a particularly complex issue during the COVID-19 pandemic. Objectives: A systematic review to examine the physiological effects the different types of masks have on healthy adults when doing physical exercise. Data sources: PubMed, SPORTDiscus, Scopus, and Litcovid were searched up to March 20, 2021, following the PRISMA model. Articles published in the last 5 years with healthy adults. Study Selection: A total of 633 studies related to the use of masks during physical exercise were found, of which 8 articles met the criteria to be included. Study Design: Systematic review. Level of Evidence: Level 2. Data Extraction: The search process and the review of the articles were carried out by independent expert researchers. The risk of bias and the methodological quality of the different studies included in the systematic review were calculated following the Cochrane criteria using an adaptation for random cross-studies. Once the information was properly structured, the results were extracted, and the findings of the study analyzed. Results: There were significant changes in the following physiological variables when engaging in physical exercise using masks: 25% in the heart rate and dyspnea, 37.5% in the rating of perceived exertion, 50% in the pulmonary variables, and 37.5% in discomfort. The oxygen saturation, blood pressure, systolic blood pressure, diastolic blood pressure, and the concentration of blood lactate did not present any significant effect in this study. Conclusions: The usage of masks by a healthy adult population during the performance of physical exercise has shown minimal effects with regard to physiological, cardiorespiratory, and perceived responses. Some symptoms can be dyspnea, effort perceived, or discomfort, among others. These findings indicate that the use of masks is not harmful to individuals’ health. It does not present any significant detrimental effect on physical performance or risk to their well-being. However, further experiments are required to corroborate the findings of this review.