Background: Currently, chronic pain is a disabling condition that is difficult to manage, which generates a high burden on health systems. The objective is to determine the effects of aerobic physical exercise in adults with chronic pain. Methods: A systematic review of searches in databases including MEDLINE, LILACS, ScienceDirect, PEDro, OTseeker, The Cochrane Library, EBSCO, and Google Scholar was conducted. The search process was carried out until July 31, 2020, and the study selection process was independently carried out through a criteria analysis for each phase. Outcome measures were chosen: aerobic capacity, physical function, quality of life, and pain. Results: Twenty-seven studies were included in which aerobic exercise was considered as an option to treat chronic pain. These studies showed significant results compared with other treatment options in terms of pain measurements (−0.22 [−0.42 to −0.03]) and aerobic capacity. For quality of life, there were significant improvements in the physical function component over the mental health component evaluated with the short form health survey-36/12. Conclusion: Aerobic exercise is a nonpharmacological therapeutic option for treatment. Also, aerobic capacity and endurance improved when this type of exercise was prescribed, thus resulting in a substantial improvement in the quality of life of people suffering from chronic pain.