This study aimed at synthesizing the prospective associations between measured physical activity (PA) and change in adiposity in children, adolescents and adults following from two previous reviews. Search terms were adapted and a systematic literature search was conducted (January 2000–September 2008) and later updated (up to October 2009), considering observational and intervention studies of weight gain that measured both PA and body composition. Sixteen observational studies (six comprising adults) and five trials (one comprising adults) were eligible. For consistency, whenever possible either baseline PA energy expenditure or accelerometer output (counts min−1) and change in per cent body fat were the extracted exposure and outcome measures. Results of observational studies suggest that PA is not strongly prospectively related with adiposity: five studies on children and three on adults reported no association between baseline PA and change in adiposity, one study found a weak positive association and the other studies observed a weak negative association. Negative associations were more frequently observed in studies that analysed the association between change in the exposure and outcome. Intervention studies show generally no effect on either PA or adiposity. In conclusion, despite the well-established health benefits of PA, it may not be a key determinant of excessive gain in adiposity.