Prescribed physical activity/exercise training may reduce non-exercise physical activity resulting in no change in total daily energy expenditure and no or minimal exercise-induced weight loss. This systematic review evaluated cross-sectional, short-term (2–14 d), randomized and non-randomized trials which reported on the effect of prescribed physical activity/exercise on non-exercise physical activity/energy expenditure in healthy adults. PubMed and Embase were searched (from January 1990 to March 2013) for articles that presented data on the change in non-exercise physical activity/energy expenditure in response to prescribed physical activity/exercise training. Thirty-one articles were included in this review. One-hundred per cent of cross-sectional studies (n = 4), 90% of short-term studies (n = 10), 50% of non-randomized trials (n = 10) and 100% of randomized trials (n = 7) reported no reductions in non-exercise physical activity/energy expenditure in response to prescribed physical activity/exercise training. We found minimal evidence to support the hypothesis that prescribed physical activity/exercise training results in decreased non-exercise physical activity/energy expenditure in healthy adults. However, this literature is limited by the lack of adequately powered trials designed specifically to evaluate this hypothesis which have included assessments of both the energy expenditure of prescribed exercise and non-exercise energy expenditure using state-of-the-art techniques, i.e. indirect calorimetry and doubly labelled water, respectively.