A literature review was performed on the topic of urinary incontinence during physical activity and sports. This paper reviews the prevalence, risk factors, pathophysiology and treatment modalities of urinary incontinence in physically active women and female athletes. Urinary incontinence affects women of all ages, including top female athletes, but is often under-reported. The highest prevalence of urinary incontinence is reported in those participating in high impact sports. Pelvic floor muscle training is considered the first-line treatment, although more research is needed to determine optimal treatment protocols for exercising women and athletes. Trainers, coaches and other athletes' caregivers should be educated and made aware of the need for proper urogynaecological assessment.