Abstract Background In a time of physical inactivity pandemic, attempts to better understand the factors underlying the regulation of exercise behavior are important. The dominant neurobiological approach to exercise behavior considers physical activity to be a reward. However, negative affective responses during exercise challenge this idea. Objective Our objective was to systematically review studies testing the automatic reactions triggered by stimuli associated with different types of exercise behavior (e.g., physical activity, sedentary behaviors) and energetic cost variations (e.g., decreased energetic cost, irrespective of the level of physical activity). Methods Two authors systematically searched, screened, extracted, and analyzed data from articles in the MEDLINE database. Results We included 26 studies. Three outcomes of automatic processes were tested: Affective reactions, attentional capture, and approach tendencies. Behavioral results show that physical activity can become attention-grabbing, automatically trigger positive affect, and elicit approach behaviors. These automatic reactions explain and predict exercise behaviors. However, the use of a wide variety of measures prevents drawing solid conclusions about the specific effects of automatic processes. Brain imaging results are scarce but show that stimuli associated with physical activity and, to a lesser extent, sedentary behaviors activate regions involved in reward processes. Studies investigating the rewarding value of behaviors driving energetic cost variations such as behaviors minimizing energetic cost are lacking. Conclusion Reward is an important factor in exercise behavior. The literature based on the investigation of automatic behaviors seems in line with the suggestion that physical activity is rewarding, at least for physically active individuals. Results suggest that sedentary behaviors could also be rewarding, although this evidence remains weak due to a lack of investigations. Finally, from an evolutionary perspective, behaviors minimizing energetic cost are likely to be rewarding. However, no study has investigated this hypothesis. In sum, additional studies are required to establish a strong and complete framework of the reward processes underlying automatic exercise behavior. Key points - Behavioral and brain imaging studies using different outcomes of automatic behavior show that physical activity and, to a weaker extent, sedentary behaviors are rewarding. - Behaviors minimizing energetic cost have been essential to evolutionary survival and are likely to be rewarding. However, experimental evidence is still lacking. - The dominant neuropsychological approaches to exercise behavior are incomplete, which may partly explain our current inability to counteract the pandemic of physical inactivity.