Introduction Parkinson's disease (PD) is a progressive neurodegenerative disorder, prevalent worldwide, with an unknown etiology and currently no specific treatment. Physical exercise-defined as "planned, structured, and repetitive physical activity aimed at improving or maintaining physical fitness"-has emerged as a non-pharmacological, holistic, and patient-centered intervention for the management of PD. This study aims to evaluate the impact of physical exercise on mental and physical health, and the quality of life in individuals with PD. Method A systematic search was conducted in PubMed, Web of Science (WoS), Embase, and the Cochrane Database for randomized controlled trials (RCTs) from their inception until December 2024. Key data extracted included publication details, sample demographic characteristics, the interventions used for both experimental and control groups, and outcome assessment characteristics at baseline and post-intervention. The Cochrane Risk of Bias tool was utilized to assess the risk of bias, and the Grading of Recommendations, Assessment, Development, and Evaluation (GRADE) framework was applied to evaluate the certainty of the evidence. Result A total of 35 eligible articles (n = 1620) from 54 studies were included in our systematic review. The results demonstrated that physical exercise interventions had a significant effect on various outcomes, including global cognitive function (SMD 0.43, 95 % CI 0.01 to 0.85, p = 0.04), depression (SMD -0.54, 95 % CI -0.75 to -0.32, p < 0.00001), anxiety (SMD -0.42, 95 % CI -0.69 to -0.15, p = 0.002), physical health (SMD -0.74, 95 % CI -1.01 to -0.48, p = 0.0002), balance (SMD 0.78, 95 % CI 0.36 to 1.19, p < 0.00001), fatigue (SMD -0.65, 95 % CI -1.28 to - 0.01, p = 0.05), and quality of life (SMD -0.51, 95 % CI -0.80 to -0.22, p = 0.0005) in the experimental group (exercise training) compared to the control post-intervention. Most studies were assessed as having a low risk of bias, the quality of the included studies was generally high (median PEDro score = 7, range 5-10). Adverse events were reported in only 5 of 35 trials, with low incidence (3.1-16.1 %) and mild severity (e.g., musculoskeletal discomfort). Conclusion This review found moderate certainty evidence that physical exercise can improve depression, physical health, balance and quality of life, and low certainty evidence for improvements in cognitive function, anxiety and fatigue. Further research is indicated to provide clearer insights about the beneficial effects of exercise for PD.