Studies show that physical activity, exercise, or sport reduces depressive symptoms in the general population. However, little is known about its effects on individuals with disabilities. Thus, this systematic review with meta-analysis aims to verify the effects of this practice on depressive symptoms in individuals with disabilities. The Pubmed, Web of Science, Scopus, and SportDiscus databases were used, with several descriptors and Boolean operators. A total of 1509 studies were identified through searching the databases. Studies that met the eligibility criteria were subsequently assessed for their methodological quality (Downs and Black scale), and a meta-analysis was performed. TheZ-values that were obtained to test the null hypothesis, which states that there is no difference in means, showedZ= −2.294 and a correspondingp-value = 0.022. We can, therefore, reject the null hypothesis in the sense that exercise seems to reduce depressive symptoms in individuals with disabilities. In sum, participants from the intervention group presented more probability of reducing depressive symptoms when compared to the control group (approximately −1.4 standard differences in means; 95% CI −2.602 to −0.204).