The purpose of our review was to analyze evidence related to physical activity (PA) and cognitive health in people living with HIV (PLWH), appraise psychometric characteristics of study measures, and calculate effect sizes. A computerized database search of the literature published between 1996 and 2017 was examined for correlational and observational studies that included a sample of PLWH, measured PA, and measured cognitive health. Seven articles met the sampling criteria. Of which, six studies used a cross-sectional design; one used a longitudinal design. All but one found significant positive associations between PA and cognitive health in PLWH. Four studies showed a moderate to high effect for PA on cognitive function (Cohen's d values = 0.45-0.58). None reported sample-specific reliability and validity estimates for PA and cognitive health instruments. PA is a modifiable factor that may delay the onset of cognitive impairment and decline among PLWH.