The aim of this study was to systematically review the current literature on the electromyographic (EMG) activity of six core muscles (the rectus abdominis, the internal and external oblique, the transversus abdominis, the lumbar multifidus, and the erector spinae) during core physical fitness exercises in healthy adults. A systematic review of the literature was conducted on the Cochrane, EBSCO, PubMed, Scopus, and Web of Science electronic databases for studies from January 2012 to March 2020. The Preferred Reporting Items for Systematic Reviews and Meta-analyses (PRISMA) guidelines were used. The inclusion criteria were as follows: (a) the full text available in English; (b) a cross-sectional or longitudinal (experimental or cohorts) study design; (c) the reporting of electromyographic activity as a percentage of maximum voluntary contraction (% MVIC), millivolts or microvolts; (d) an analysis of the rectus abdominis (RA), transversus abdominis (TA), lumbar multifidus (MUL), erector spinae (ES), and the internal (IO) or external oblique (EO); (e) an analysis of physical fitness exercises for core training; and (f) healthy adult participants. The main findings indicate that the greatest activity of the RA, EO, and ES muscles was found in free-weight exercises. The greatest IO activity was observed in core stability exercises, while traditional exercises showed the greatest MUL activation. However, a lack of research regarding TA activation during core physical fitness exercises was revealed, in addition to a lack of consistency between the studies when applying methods to measure EMG activity.