Background: The social restriction measures during the COVID-19 pandemic resulted in decreasing physical activity levels. We aimed to evaluate whether the interventions reported in randomized controlled trials (RCTs) assessing the effects of physical activity during the COVID-19 lockdown on people with sedentary behavior were effective. Methods: We searched several databases from their inception until 1 April 2023, including RCTs evaluating the effects of any physical activity intervention in increasing the physical activity level in people with sedentary behavior during COVID-19 confinement, based on evidence derived from intervention studies with a control group. Studies were excluded if they (i) did not include humans; (ii) did not include sufficient information regarding the interventions or regarding the outcomes of interest; (iii) did not have a control group. We used the Rayyan systematic review platform for the selection of the studies to include based on the title/abstract information. Results: Starting with 2461 records from the original literature search, and after reviewing them according to the latest PRISMA recommendations, 11 RCTs including a total of 1770 participants were available and were included in the systematic review. We found that most of the studies examined (73%) reported the beneficial effects of the proposed interventions on improving the physical activity, reducing the sedentary time, and positively contributing to the psychological well-being of the participants. Conclusions: The results of the present systematic review on RCTs of interventions to increase physical activity in sedentary people during the COVID-19 lockdown show the beneficial effects of diverse online-delivered strategies, which can be applied even after the pandemic in conditions in which access to in-person activities is not possible.