This review examines the effects of statins on physical activity and/or fitness, as statins can have adverse muscle effects. A search was done of MEDLINE, Embase, and EBMR databases up to July 2018 for randomized controlled trials comparing statin with placebo or control, measuring physical activity and/or fitness in adults. Sixteen randomized controlled trials (total participants [N] = 2,944) were included, 6 randomized controlled trials contributed data for meta-analysis. Random effects meta-analysis examined differences in physical fitness, maximal exercise time (in seconds) in exercise testing, and maximal heart rate (in beats per minute) between statins and control. No significant difference between statin and control for maximal heart rate (mean difference = 2.8 beats per minute, 95% confidence interval [−7.4, 13.0]; p = .59) nor exercise time (mean difference = 82.8 s, 95% confidence interval [−31.9, 197.4]; p = .516) were seen. There were insufficient studies reporting habitual physical activity to perform a meta-analysis. This review found no evidence for an effect of statins on physical activity or fitness, but data availability is limited.