Anxiety symptoms are increasingly prevalent in individuals and may affect their quality of life. Physical exercise (PE) has been shown to be an effective method for reducing anxiety symptoms in the general population. The present study aimed to identify if PE programs can be a good method to reduce anxiety symptoms in individuals with disabilities, through the methodology of a systematic review with a meta-analysis. The PubMed, Web of Science, Scopus, and SPORTDiscus databases were used, considering the period from 2001 to 2021. The descriptors used were: “cerebral palsy”, “motor disability”, “physical disability”, “vision impairment”, “visual impairment”, “vision disability”, “intellectual disability”, “mental retardation”, “intellectual disabilities”, “hearing impairment”, “hearing disability”, “multiple disabilities”, “physical activity”, “exercise”, “sport”, “training”, and “anxiety”, with the Boolean operator “AND” or “OR”. The systematic review with a meta-analysis was carried out in the period between May and June 2021. The Z values (Z-values) obtained to test the null hypothesis, according to which the difference between means is zero, demonstrated a Z = 2.957, and a corresponding p-value of 0.003. Thus, we can reject the null hypothesis, and affirm that PE promotes positive effects and can be a good method or methodology for the reduction of anxiety symptoms of individuals with disabilities.