This systematic review examined the effect of built environment infrastructural changes (BEICs) on physical activity (PA), active transportation (AT) and sedentary behavior (SB). A literature search resulted in nineteen eligible articles. On- and off-road bicycling and/or walking trails resulted in inconsistent effects on overall PA and walking, and in predominantly positive effects on bicycling. More extensive BEICs led to mixed results, with mainly non-significant effects. However, positive effects on bicycling were found for people living closer to BEICs. None of the studies assessed SB. Improved understanding of the potential of BEICs to increase PA levels and decrease SB at population level asks for more high-quality, in-depth research, that takes into account the broader system.