Background: The promotion of physical activity among imprisoned people is a public health strategy that could help to improve the health status of this collective. This systematic review is aimed at reviewing the scientific evidence regarding the effects of exercise training programs performed by inmates. Methods: A systematic search for randomized controlled trials aimed at identifying the characteristics and effects of prison-based exercise training programs on imprisoned people was carried through MEDLINE, SPORTDiscus, and Scopus. Results: A total of 11 randomized controlled studies were selected, and the methodological quality of these was acceptable according to the Downs and Black scale. The proposed interventions were mainly based on the performance of aerobic or combined exercise training programs. Generally, the participants were healthy men who were imprisoned for at least 2 months and up to 15 years. Ten out of the 11 studies reported significant changes on physical and mental health–related variables, after the intervention took place. Conclusion: These findings suggest that prison-based exercise programs constitute a feasible and useful strategy for improving the physical and mental health status of prisoners.