Background: It is necessary to investigate the effects of physical activity (PA) on the recovery of adults and the elderly, considering PA positively affects pathologies that share similarities with COVID-19. We present the results of a systematic review whose objective was to analyze the physical, functional, psychological, and social effects of PA in adults and the elderly during and/or after hospitalization for COVID-19. Methods: Searches were conducted between July and August 2021, following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement. Randomized clinical trials (RCTs) and non-randomized interventional studies were included in the databases: PubMed, Web of Science, Scopus, EBSCOhost, Science Direct, Cochrane Library, Physiotherapy Evidence Database (PEDro), and electronic search engines. Study quality was assessed using the PEDro for RCTs and the methodological index scale for non-randomized studies. This systematic review included original articles investigating the physical, functional, psychological, and social effects of any PA program on adults and older adults. Results: A total of 302 studies were found. After applying filters according to the eligibility criteria, five studies were finally included for analysis, three RCTs and two intervention studies without a control group. Although the studies measured different variables of the physical, functional, and psychological components, the results showed significant differences in the variables between the control and intervention groups in both the RCTs and the single-group studies. The variables assessed in the social aspect were less homogeneous. Conclusion:In the available scientific evidence, respiratory muscle training was the most widely used intervention, which showed positive results in the physical, pulmonary, psychological, and social components. More research is required on the effects of PA on the population studied.