The current high prevalence of people with Severe Mental Disorder and the high impact the latter has on their quality of life is one of the main problems in terms of health, as it affects both physical and mental health. One of the lines of action to intervene in these factors is the practice of physical activity, as this usually has a low level of participation due to different barriers. However, there are several facilitators that improve adherence to these practices. The main objectives of this work were (1) to conduct a systematic review of the scientific literature on the possible benefits obtained by people with SMD from their participation in physical activity programmes; (2) to identify the characteristics of physical activity programmes and determine the barriers to their implementation that have been considered and (3) the facilitators incorporated. To meet these objectives, the SCOPUS, Web of Science, PubMed, Dialnet and Elsevier online databases were consulted and, following the PRISMA statement, 17 articles were finally selected. Their analysis has revealed various physical, psychological and social benefits, as well as the barriers that appear in the intervention programmes, mostly related to personal factors and the programme itself, and those factors that facilitate their adherence or development, the most common being the carrying out of the activities outdoors, the inclusion of social components and the possibility of adapting the activities. In this way, the results obtained have made it possible to highlight the characteristics that should be taken into account when planning this type of intervention.