Premenstrual syndrome (PMS) presents significant challenges for girls and women, affecting their physiological well-being. Engaging in physical activity and sports is a cost-effective and viable treatment for PMS symptoms. Therefore, the purpose of this study is to review various studies and evaluate the effects of different sports on PMS. A systematic search was conducted following the Preferred Reporting Items for Systematic Review and Meta-Analyses (PRISMA) guidelines to identify randomised controlled trial (RCT) studies meeting the inclusion criteria. The search was performed in databases PubMed (MEDLINE), Scopus, Embase, Web of Science, and Google Scholar, from 2010 to March 2024. Among the 1,009 articles initially identified, only 20 RCTs met the inclusion criteria of this study. The findings revealed that various forms of aerobic exercise, stretching, yoga, swimming, combined exercise, pelvic rocking exercise, and high-intensity interval training (HIIT) spinning bike exercises were effective in alleviating PMS-associated symptoms. These improvements encompassed mental and physical symptoms, Premenstrual Syndrome Questionnaire (PMSQ) scores, Visual Analogue Scale (VAS) score parameters, weight loss, heart rate, blood pressure, depression, mental disorders, mood, emotions, pain, and sleep quality. Despite the limitations of each study, the findings indicate that engaging in various forms of physical activity, particularly aerobic exercise, and yoga, may alleviate both the physical and mental symptoms associated with PMS. However, further research is necessary to investigate additional dimensions of these effects.