The use of massage guns has become increasingly popular in recent years. Although their use is more and more common, both in a clinical and sports context, there is still little information to guide the practitioners. This systematic review aimed to determine the effects of massage guns in healthy and unhealthy populations as pre- and post-activity or part of a treatment. Data sources used were PubMed, PEDro, Scopus, SPORTDiscus, Web of Science and Google Scholar, and the study eligibility criteria were based on "healthy and unhealthy individuals", "massage guns", "pre-activity, post-activity or part of a treatment" and "randomized and non-randomized studies" (P.I.C.O.S.). Initially, 281 records were screened, but only 11 could be included. Ten had a moderate risk of bias and one a high risk of bias. Massage guns could be effective in improving iliopsoas, hamstrings, triceps suralis and the posterior chain muscles' flexibility. In strength, balance, acceleration, agility and explosive activities, it either did not have improvements or it even showed a decrease in performance. In the recovery-related outcomes, massage guns were shown to be cost-effective instruments for stiffness reduction, range of motion and strength improvements after a fatigue protocol. No differences were found in contraction time, rating of perceived exertion or lactate concentration. Massage guns can help to improve short-term range of motion, flexibility and recovery-related outcomes, but their use in strength, balance, acceleration, agility and explosive activities is not recommended.