Exercise has been contemplated as a natural means to alleviate the symptoms of perimenopause. The need for this study arises from the lack of data regarding the impact of exercise on the perimenopausal population. The primary objective of this systematic review of randomized controlled trials was to evaluate the impact of exercise in improving various symptoms of perimenopause, including hot flushes, insomnia, paresthesia, myalgia, arthralgia, palpitations, fatigue, headache, depression, vaginal dryness, and irritability in perimenopausal women. An extensive literature review was conducted according to Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) 2020 guidelines, examining the impact of exercise on relieving perimenopausal syndrome. The assessment was based on the readings of the Blatt-Kupperman Index (KI), a scale in which 11 symptoms of perimenopause are rated from 0 (absence of symptom) to 3 (severe). Based on the studies, there was a considerable reduction in the total KI score from baseline by 15.7%. Paresthesia and irritability reduced by 2 points on the scale and showed the greatest improvement. Headache, myalgia, fatigue, hot flushes, and insomnia decreased from an average score of 2 to 1. There was no significant improvement in psychiatric disorders such as depression. Furthermore, its efficacy in treating hot flushes is yet to be established, as discrepancies exist in the results. Exercise has been proven effective in treating mild to moderate perimenopausal symptoms. However, skepticism remains regarding its effectiveness in treating vasomotor symptoms, and further scrutiny is needed to establish it as a viable and effective therapy.