BACKGROUND: The sex steroid hormones fluctuate during the menstrual cycle, which affects the strength and postural stability of females and leads to injuries and risk of falls. These hormones may be modulated by exercise to impact the overall health of females. OBJECTIVE: To determine the effects of exercise on sex steroid hormones in eumenorrheic females. METHODS: This review was performed following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses(PRISMA) guidelines in Lahore, Pakistan. The full-length articles were searched using these databases/search engines (PubMed, Web of Science and Google Scholar, Sci-Hub). Randomized controlled trials along with single group experimental studies were also included. All types of exercises were compared with no exercise in the control group. The Cochrane Risk of Bias assessment tool assessed and screened the articles. The data were then analyzed. The primary outcomes were the levels of estrogen, progesterone and testosterone. RESULTS: Eleven studies were included (5 randomized controlled trials and 6 quasi-experimental studies). The effects of exercise on free estradiol concentration and serum progesterone level were not significant [p = 0.37 (SMD = 0.33, 95% CI = 0.14 to 0.74, I = 0%) and p = 0.84 (S.D= -0.65, C.I= -6.92 to 5.62, I = 94%)] respectively, whereas, the effects on testosterone levels were significant [p value < 0.00001 (M.D = 0.89, 95% C.I= -2.16 to 3.95, I = 94%)]. CONCLUSION: A blinded randomized controlled trial should be conducted in which a structured approach should be followed by women along with warm-ups, cool down and rest intervals. TRIAL REGISTRATION NUMBER: The systematic review was registered prospectively on PROSPERO with registration number CRD42023473767.