Objective: To analyze the scientific evidence on the association of physical activity with urinary incontinence in older women. Design: Searches were performed in MEDLINE, PubMed, CINAHL, Web of Science, SCOPUS, and ScienceDirect. Observational studies were included. The following search terms were used: urinary incontinence, older adult, and physical activity. Methodological quality was assessed using the checklist proposed by Downs and Black. Results: Ten articles were included. Sedentary lifestyle and <150 min/week of physical activity are at risk of developing urinary incontinence. Walking (at least 30 min) and physical activities (600–1,500 and 600 METs/min per week) prevent urinary incontinence. Seven of the 10 studies indicated a good level of methodological quality. Conclusions: Sedentary lifestyle is at risk of urinary incontinence, and walking, moderate and vigorous physical activities are associated with prevention of urinary incontinence.