Aim To review the effects of a single session of exercise on cigarette cravings, withdrawal symptoms and smoking behaviour. Methods A systematic search and critical appraisal of all 14 relevant studies. Results All 12 studies that compared a bout of exercise with a passive condition reported a positive effect on cigarette cravings, withdrawal symptoms and smoking behaviour. Two other studies that compared two intensities of exercise revealed no differences in outcomes. Single and multi-item measures of cigarette cravings, withdrawal symptoms and negative affect decreased rapidly during exercise and remained reduced for up to 50 minutes after exercise. Effect sizes for seven studies that assessed 'strength of desire to smoke' showed a mean reduction, 10 minutes after exercise, of 1.1 (SD 0.9). Four studies reported a two- to threefold longer time to the next cigarette following exercise. Cravings and withdrawal symptoms were reduced with an exercise intensity from as high as 60-85% heart rate reserve (HRR) (lasting 30-40 minutes) to as low as 24% HRR (lasting 15 minutes), and also with isometric exercise (for 5 minutes). All but one study involved participants temporarily abstaining for the purposes of the experiment. Distraction was probably not the primary reason for the effects. Conclusions Relatively small doses of exercise should be recommended as an aid to managing cigarette cravings and withdrawal symptoms. Further research to understand the mechanisms involved, such as stress reduction or neurobiological mechanisms, could lead to development of more effective and practical methods to reduce withdrawal phenomena.