The development of Emotional Intelligence (EI) has gained importance in the context of goals to spur a new generation of people intent upon improving human health. Physical education (PE) is a suitable curriculum subject in which to train EI. Therefore, our aim in this review is to summarize existing literature pertaining to EI within PE, while seeking particular guidance on how to best teach EI. We systematically reviewed PubMed, ERIC, Education Database, Scopus, SPORTDiscus, Cochrane, and FECYT (i.e., Web of Sciences, CCC, DIIDW, KJD, MEDLINE, RSCI, and SCIELO) databases up to January 24, 2022. From 248 studies initially located, 28 were included in a final qualitative synthesis. These 28 studies were sub-divided into (i) correlation and (ii) intervention studies with an intervention group, possibly a control group, and with pre-test and post-test outcome measures. There was a clear correlation between EI-motivation and EI-psychological needs, and there emerged the following types of educational programs for developing EI within PE: (a) pedagogical models based on corporal expression and relaxation, (b) Cooperative Learning (e.g., the Sport Education Model), (c) community engagement interventions (e.g., Social-Emotional Learning, the Teaching Personal and Social Responsibility model, and Service Learning), and (d) augmented reality games. Most successful EI programs included themes of collaborative work, concern for others, and social welfare. Including EI as a PE goal will require developing students’ personality and encouraging PE teachers to focus on EI within pedagogical models based on community engagement.