Background: This systematic review aimed to explore the effects of sport and physical activity on behaviour and emotional problems, mental health and psychosocial well-being of children and adolescents with intellectual disability. Method: Five databases were searched systematically (ERIC, MEDLINE, PsycINFO, SportDISCUS and SCOPUS), up to 28 February 2021. Thirty-two studies met criteria for inclusion. Results: Studies in this review included case studies (n = 15), treatment trials (n = 14), cross sectional studies (n = 2) and a cohort study (n = 1). Evidence was positive, though high risk of bias in treatment trials (7 of 14 rated high) meant generalisability of results was limited. Conclusions: The available evidence suggests a positive relationship between physical activity and improved behaviour and emotional problems, mental health and psychosocial well-being; however, more robust randomised controlled trials are required to confirm this.