Amyotrophic lateral sclerosis (ALS) is a rapidly progressive and fatal neurodegenerative disorder. The only established epidemiological risk factors for ALS are male sex and increasing age. The role of physical activity has been debated as an environmental risk factor. Over the last decade multiple studies have attempted to delineate the architecture of ALS. These have not yet established definite risk factors, often due to low-powered studies, lack of focus on at-risk genotypes and sub-optimal methodology. We have conducted a review of all the studies published between 2009 and December 2021. The free text search terms were [(motor neuron disease) OR (MND) OR (Amyotrophic Lateral Sclerosis) OR (ALS)] AND [(Exercise) or (Physical Activity) or (PA) or (sport)]. We identified common themes, for example soccer, head injury and the physiological mechanisms that differ in ALS patients. We have analysed the relevant, available studies (n = 93), highlighting the underlying reasons for any reported discrepancies. Overall, we have found that the more highly powered studies using validated exposure methodologies, linked strenuous, anaerobic physical activity as a risk factor for ALS. Future large-scale studies focusing on specific at-risk genotypes and physical activity should be conducted to confirm this finding. This will strengthen the evidence already surrounding strenuous physical activity as an environmental risk factor for ALS and allow advice to be given to at-risk family members. Increasing our understanding of the genetic-environmental interactions in the pathophysiology of ALS will allow for the possibility of developing preventative therapeutic approaches.