This systematic review aimed to systematically investigate the literature on the effectiveness of exercise and physical activity programs on fatigue and sleep in people with arthritis. For that, seven databases were searched for relevant randomized controlled trials. After the searches, 36 studies investigating 2281 participants were included. Risk of bias assessments were done by two independent reviewers using the Cochrane Risk of Bias tool 2. Random-effects meta-analyses were performed, and the Grading of Recommendations Assessment, Development and Evaluation framework was used to judge the certainty of evidence. The evidence on benefits of exercise and physical activity programs on fatigue and sleep parameters in people with osteoarthritis and psoriatic arthritis was either lacking or inconclusive. There was very low to low certainty evidence for a slight benefit of exercise and physical activity programs on fatigue at short-term in people with ankylosing spondylitis and rheumatoid arthritis. However, the evidence was very uncertain for the medium- and long-term as well as for any sleep parameters. The results indicate that exercise and physical activity programs may offer some benefits on fatigue for people with arthritis in the short-term, although the best type of exercise remains uncertain. The available evidence on improvements in sleep was insufficient to draw strong conclusions.