Cardiovascular disease and mental disorders are among the most common causes of disability worldwide and are one of the main reasons for economic burdens and mortality. Physical activity has a significant positive impact on both types of disorders. We provide a comprehensive overview of the relationship between the effects of mental health on physical activity and, consequently, on heart health. We also provide an overview of the complex associations that could explain these connections. A total of 44 meta-analyses were included in this review. Mental illness in people with cardiovascular disease should be systematically identified and appropriately treated.