The global epidemic of chronic non-communicable diseases is closely related to changes in lifestyle, including decreasing leisure time physical activity (PA). Physical inactivity is a major public health challenge. To respond to that challenge, it is essential to know which personal and environmental factors affect PA behaviour. Certain life events may be one contributing factor, by creating emotional distress and disrupting a person's daily routine. The aim was to examine the literature concerning the effects of life events on changes in PA. A systematic literature search was performed on studies that assessed at least one major change in life circumstances and a change in PA. To be included, studies had to assess PA at two timepoints at least (before and after the event). Diseases as life events were excluded from this review. Thirty-four articles met the inclusion criteria. The studies examined the following life-change events: transition to university; change in employment status; marital transitions and changes in relationships; pregnancy/having a child; experiencing harassment at work, violence or disaster; and moving into an institution. The studies reviewed showed statistically significant changes in leisure PA associated with certain life events. In men and women, transition to university, having a child, remarriage and mass urban disaster decreased PA levels, while retirement increased PA. In young women, beginning work, changing work conditions, changing from being single to cohabiting, getting married, pregnancy, divorce/separation and reduced income decreased PA. In contrast, starting a new personal relationship, returning to study and harassment at work increased PA. In middle-aged women, changing work conditions, reduced income, personal achievement and death of a spouse/partner increased PA, while experiencing violence and a family member being arrested or jailed decreased PA. In older women, moving into an institution and interpersonal loss decreased PA, while longer-term widowhood increased PA. In addition, experiencing multiple simultaneous life events decreased PA in men and women. Major life events have a strong effect on leisure PA behaviour. Consequently, people experiencing life events could be an important target group for PA promotion. More research is needed to examine the short- and long-term effects of different life events on PA, gender differences in the effects of life events and the specific determinants of PA change during life events.