The number of people with obesity continues to increase. Bariatric surgery is the most effective treatment for severe obesity. However, this surgery also has disadvantages, such as an increased risk of excessive loss of fat-free mass, lean body mass, and muscle mass compared to other weight loss interventions. PubMed and Cochrane Library database including articles in English, Dutch, French, and German were used. From the 3609 retrieved references, 20 articles were selected. Compared with the control group, physical exercise improved body mass index (5 of 13 articles), weight loss (7 of 17 articles), functional capacity (2 of 5 articles), muscle strength (1 of 1 article), fat-free mass (3 of 5 articles), cardiorespiratory endurance (4 of 6 articles), and quality of life (2 of 4 articles) in obese patients undergoing BS. Current data is suggestive of positive effects of exercise on body mass index, weight loss, functional capacity, muscle strength, fat-free mass, cardiorespiratory endurance, and quality of life in obese patients undergoing bariatric surgery. However, our conclusions are limited because of the heterogeneity of programs and short studies. Further research is needed to determine the most effective physical exercise program in peri-bariatric surgery.