The scientific literature was reviewed with the aim of determining the current state of the research on relationships between physical activity programmes and addiction treatment. Methods: The search was carried out in the WOS, Scopus and PubMed databases, restricting the publication language to English and Spanish, and it was limited to studies conducted in the last 5 years, i.e., between 1 January 2016 and 31 November 2021, selecting only open-access articles with physical activity programmes for the treatment of addictions to harmful substances. Results: Of the 38 initial articles selected, a total of 10 articles were ultimately included, as they met the established eligibility criteria after performing a more exhaustive analysis. The results show a positive relationship between physical activity and adherence to addiction cessation treatment. Conclusions: Physical activity has been incorporated into coadjuvant treatments in combination with other pharmacological or behavioural treatments. These results strengthen the importance of promoting physical activity in rehabilitation and substance-withdrawal treatments. Complementarily, physical activity programmes improve other health variables that influence the quality of life, such as sleep quality and mood, and reduce the risk of social exclusion. Physical activity also directly reduces a sedentary lifestyle, which is responsible for more than 40 diseases and chronic disorders.