A reduction in the incidence of cardiovascular diseases (CVD) has been reported in the Western world, but post-infarction depression often occurs and is related to poor medical outcomes. The aim of this study was to examine the scientific literature by a systematic review, in order to find evidence for whether physical activity can be a tool to reduce depression in patients who have suffered a cardiac event. Three databases were systematically searched (PubMed, CINAHL, and Cochrane), and the GRADE protocol was used in combination with a revised Amstar-protocol for the systematic review. Scientific reports fitting the area were scarce. Finally, ten studies were included in this study: one meta-analysis, five randomized controlled trials, and four clinical trials. The results showed low to moderate evidence for the use of low to moderate levels of exercise as a tool to reduce depression in post-coronary artery event patients. This study concluded positive effects of physical activity as a tool to reduce depression in post-coronary artery event patients. Physiotherapists could be further involved in increasing physical activity after cardiac events. More studies are needed in the area.