The aim of this systematic review was to examine where physical activity (PA) takes place and how much time children, adolescents and adults spend being physically active within the identified locations. A systematic literature search was carried out in five electronic databases (PubMed, CINAHL, SPORTDiscus, PsycInfo, Scopus). For inclusion, primary studies had to identify locations of PA using device-based or self-report tools, whereas minutes of PA had to be examined using device-based tools only. Thirty-two studies were included, methodological quality and sex/gender sensitivity of the studies were assessed. The narrative data synthesis revealed that the highest average amount of daily moderate-to-vigorous PA was found in home and recreational locations, followed by school and neighborhood locations. In adults, highest average amount of daily moderate-to-vigorous PA was found in neighborhood and home locations followed by workplace and recreational locations. The majority of studies had a low risk of bias in four out of six domains; eight studies reported significant sex/gender differences in location-based PA. The results indicate that different locations are used for PA to a varying degree across the lifespan. Future research on the promotion of PA should focus on location-specific design features that encourage children, adolescents and adults to be physically active.