Introduction and objective: Sickle cell anemia (SCA) is a genetic condition that alters the conformation of deoxygenated red blood cells, which results in their stiffening and the occurrence of vaso-occlusive crises, endothelium damage, organ dysfunction and systemic complications. Additionally, SCA limits the participation of individuals in physical and social activities. As we consider that physical exercise promotes the recovery of functional capacity and cardiorespiratory conditioning, we aim to verify the patterns of prescription, the effects and safety of exercise for individuals with SCA. Methodology: We systematically reviewed the published literature focusing on clinical trials that correlated physical exercise with SCA patients and cross-sectional studies that applied the stress test. The data research was based on the PRISMA recommendations and the following databases were used: Medline by PubMed, Cochrane, PEDro, Scielo. Results: Six studies which were based on the evaluation of 212 patients aged between 13 and 40 years, were selected from 122 identified studies. Those studies associated the individual effort tolerance improvement, its inflammatory profile adjustment and the absence of alteration in the autonomic nervous system activity to physical exercise or stress test. Conclusion: Low-to-moderate intensity physical exercise increased the SCA individual tolerance without causing vaso-occlusive crises, nor changes in the hemorheological and inflammatory profiles.