The aim of this study was to conduct a systematic review of the effects of probiotic supplementation on physically active individuals. The participants, interventions, comparisons, outcome and study design inclusion criteria were (a) studies involving healthy adults or older subjects of both sexes who did physical exercise (including athletes and physically active individuals), (b) interventions with probiotics, (c) inclusion of a control group, (d) outcomes not previously defined, and (e) clinical trials and randomized clinical trials, with no language or date restrictions. The search was conducted in the following scientific databases: MEDLINE, Embase, SciELO, Scopus, and Lilacs. Search terms were “Probiotics” OR “Prebiotics” OR “Microbiota” AND “Exercise” OR “Athletes.” The articles were first screened by title and abstract by two independent reviewers and disagreements resolved by a third reviewer. Data were extracted independently by the same two reviewers; results were extracted in duplicate and then compared to avoid errors. A total of 544 articles were retrieved and 24 were included. A total of 1,680 patients were included, most of them being male (n = 1,134, 67.5%), with a mean age of 30.9 ± 6.1 years. Following probiotic supplementation, positive effects have been reported for several outcomes including respiratory tract infection, immunologic markers, and gastrointestinal symptoms in both athletes and nonathletes. However, published studies have distinct protocols and measured outcomes, and some of them have small sample size and failed to prove beneficial effect on probiotic supplementation, leading to inconclusive results for standardized supplementation protocols.