Objectives: Physical activity (PA) participation is prone to decline during adolescence. An understanding of the domains of PA that are susceptible to decline may support a more targeted approach to PA and health promotion. The aim of this study was to review longitudinal trends in participation in four PA domains during childhood and adolescence: organized PA, non-organized PA, active transport and active chores. Design: Systematic review. Methods: 5517 research articles were sourced from five electronic databases (covering January 1997–April 2018). Eligibility criteria included repeated measurements of at least one PA domain among the same participants (5–18 years of age). Results: 23 studies were included, cumulatively reporting data from 27,231 participants. Few studies had a low risk of bias (n = 6). Most studies of active transport reported an increase in participation during childhood, no change in the transition to adolescence, and no change or decline during adolescence. Most studies of organized PA reported an increase during childhood, an increasing or stable pattern in the transition to adolescence, and no change or decline during adolescence. Non-organized PA participation tended to remain stable among adolescent girls and decline among adolescent boys. Active chores increased during the transition to adolescence and then stabilized. Conclusions: Potential strategies for PA promotion among youth may include targeting non-organized PA among adolescent boys or organized PA among late adolescent boys and girls. However, there is a continuing need for high-quality, longitudinal studies of participation in PA domains, particularly non-organized PA and active chores. PROSPERO Registration: CRD42017076888.