Physical activity (PA) maintains weight and reduces postnatal weight retention (PWR), thereby lowering obesity-related comorbidities. There is only limited evidence on the most effective postnatal PA for Malaysian women. This review identified evidence-based literature on the effectiveness of PA interventions in managing weight in postnatal women and the preferred type of intervention for them. A systematic literature search was conducted following the preferred reporting items for systematic reviews and meta-analyses guidelines. Randomised controlled trials and quasi-experimental research related to PA interventions for women during the postnatal period (18 months after delivery) published in English from 2011 to 2021 were searched in ProQuest, Scopus, Springer Link and PubMed using the following keywords: 'physical activity', 'weight management' and 'postnatal women'. Intervention groups with weight and body mass index measured after any supervised PA guidance/counselling with a minimum follow-up of 10 weeks were included in the analysis. Those with pharmacological management and a comparator control group were excluded. A total of six articles met the inclusion criteria. Using the revised Cochrane risk of bias tool for randomised trials, one of these articles was classified as low-risk, two as having some concerns and three as having a high risk of bias. Walking, yoga and Pilates were found to be the most appropriate and preferred types of physical activity, despite having a small but significant impact on postnatal women's weight management. Healthcare professionals should adopt programmes that explicitly target these PA interventions to manage PWR.