Objective: The number of people suffering from depression and/or anxiety has increased steadily due to the coronavirus disease 2019 (COVID-19) pandemic. In this context, web-based exercise interventions have emerged as a potential treatment strategy. The objective of this study was to synthetize evidence from randomized controlled trials regarding the effects of web-based exercise interventions on patients with depressive and/or anxiety disorders. Methods: Preferred Reporting Items for Systematic Reviews and Meta-Analyses guidelines were followed. Six databases were searched (Cochrane Library, EBSCO, PubMed, SciELO, Scopus, and Web of Science), and eligible articles were identified according to a PICOS inclusion-exclusion approach (participants with depressive or anxiety disorders; web-based exercise interventions; active or passive control group; assessment of changes in depressive or anxiety disorders; randomized design). Primary outcomes were depressive and/or anxiety symptoms. The quality of evidence was assessed with Grading of Recommendations Assessment, Development, and Evaluation. Results: Of 7,846 search results, three studies met the inclusion criteria (172 participants between 18 and 65 years of age, 95.9% women). The web-based exercise interventions lasted 8-12 weeks and involved endurance training, yoga, or combined endurance and strength training. The comparators involved non-exercise controls or active controls. Compliance rates were low. Web-based exercise interventions were not superior to controls regarding anxiety symptoms, and only one study found benefits for depressive symptoms (p ≤ 0.05). The quality of the cumulative evidence was low. Conclusion: The available data regarding the effects of web-based exercise interventions on depression and/or anxiety symptoms is scarce, the risk of bias is high, and the quality of the cumulative results is low. Currently, no clear recommendations can be provided. Registration number: PROSPERO CRD42021225938.