To verify systematically the association between the status of physical fitness and the risk of severe Coronavirus disease 2019 (COVID-19). This systematic review is in accordance with the Preferred Reporting Items for Systematic Review and Meta Analyses (PRISMA) statement and the eligibility criteria followed the Population, Intervention, Comparison, Outcomes and Study (PICOS) recommendation. PubMed, Embase, SciELO and Cochrane electronic databases were searched. All studies that explored the relationship between the pattern of physical fitness and COVID-19 adverse outcomes (hospitalization, intensive care unit admission, intubation, or mortality), were selected. The quality of the studies was assessed by the specific scale of the Newcastle-Ottawa Scale. A total of seven observational studies were identified in this systematic review; 13 ​468 patients were included in one case-control study, two cohort studies, and four cross-sectional studies. All studies reported an inverse association between high physical fitness and severe COVID-19 (hospitalization, intensive care admission, or mortality). Only some studies reported comorbidities, especially obesity and cardiovascular disorders, but the results remained unchanged after controlling for comorbidities. The quality of the seven studies included was moderate according to the Newcastle-Ottawa Quality Assessment Scale. The methodological heterogeneity of the studies included did not allow a meta-analysis of the findings. In conclusion, higher physical fitness levels were associated with lower risk of hospitalization, intensive care admissions, and mortality rates among patients with COVID-19.