Introduction: During youth and, more specifically, during adolescence, there is a predominance of physical, hormonal and cognitive transformations that affect people's relationships and coexistence in all spaces and times, whether leisure or non-leisure. One of the most relevant leisure practices that stands out repeatedly in the scientific literature is physical and sporting activity. Especially, because of its relationship with self-esteem, emotions and physical appearance. The aim of this study was to identify the characteristics, relationships and influence of physical activities, leisure and self-esteem in young people. Method: A systematic review was carried out based on the PRISMA methodology in which different selection criteria were used to select those empirical publications related to this topic that were published in the last five years and which are available in the following databases: Web of Science, Scopus and Psycinfo. Results: Once the search was conducted, a screening and selection process was carried out, which allowed us to select 35 manuscripts in which five different approaches were highlighted: sedentary lifestyles and youth produced by the COVID-19 pandemic, health behaviours and exercise, physical activity in leisure time, behaviours and characteristics of young people according to their feelings, body image and self-esteem. Discussion: The findings of the study are discussed and questions are raised about the state of the art for future research.