Individuals with sarcoidosis are at risk of deconditioning and heightened non-communicable diseases through decreased muscle strength and physical activity. This systematic review analyzed published data to provide an overview of the associations of physical activity and physical fitness with sarcoidosis. A systematic search of PubMed and ScienceDirect, was conducted in April 2021 following PRISMA guidelines, to determine the association of sarcoidosis with levels of physical activity and fitness. Experimental studies of patients with sarcoidosis where cardio-respiratory capacity, physical activity and/or muscle strength were measured were selected. Twenty-one trials with 1442 participants met the inclusion criteria. Studies (published between 1986 and 2018) found reduced cardio-respiratory capacity (n = 17), physical activity levels (n = 2) and muscle strength (n = 8) within sarcoidosis patients, with those experiencing fatigue affected more than non-fatigued. Physical activity is reduced in sarcoidosis compared to normative values, including sedentary healthy individuals. In addition, muscle strength and cardio-respiratory capacity/fitness are reduced, with individuals affected by fatigue. Three clinical exercise-intervention trials demonstrated improved muscle strength and 6-minute walk distance alongside decreased fatigue ratings. The deconditioning effects of sarcoidosis, in addition to associated symptoms, can be overcome/improved by exercise. Further well-designed trials with exercise prescription are needed to establish standardized exercise recommendations specific to sarcoidosis.