Human Pose Estimation (HPE) has received considerable attention during the past years, improving its performance thanks to the use of Deep Learning, and introducing new interesting uses, such as its application in Sport and Physical Exercise (SPE). The aim of this systematic review is to analyze the literature related to the application of HPE in SPE, the available data, methods, performance, opportunities, and challenges. One reviewer applied different inclusion and exclusion criteria, as well as quality metrics, to perform the paper filtering through the paper databases. The Association for Computing Machinery Digital Library, Web of Science, and dblp included more than 500 related papers after the initial filtering, finally resulting in 20. In addition, research was carried out regarding the publicly available data related to this topic. It can be concluded that even if related public data can be found, much more data is needed to be able to obtain good performance in different contexts. In relation with the methods of the authors, the use of general purpose systems as base, such as Openpose, combined with other methods and adaptations to the specific use case can be found. Finally, the limitations, opportunities, and challenges are presented.