Coronary heart disease is the leading cause of death and disability worldwide. Traditionally, cardiac rehabilitation programmes are offered after cardiac events to aid recovery, improve quality of life, and reduce adverse events. The objective of this review was to assess the health-related quality of life, after a supervised cardiac rehabilitation programme, of patients who suffered a myocardial infarction. A systematic review was carried out in the CINAHL, Cochrane, LILACS, Medline, Scopus, and SciELO databases, according to the Preferred Reporting Items for Systematic Reviews and Meta-analysis (PRISMA) guidelines. Randomised controlled trials were selected. Meta-analyses were performed for the Short Form Health Survey SF-36, Myocardial Infarction Dimensional Assessment Scale (MIDAS), MacNew Heart Disease-Health-Related Quality of Life (HRQL) questionnaire, and European Quality of Life-Visual Analogue Scale (EuroQol-VAS) with the software Cochrane RevMan Web. Ten articles were found covering a total of 3577 patients. In the meta-analysis, the effect size of the cardiac rehabilitation programme was statistically significant in the intervention group for physical activity, emotional reaction, and dependency dimensions of the MIDAS questionnaire. For the control group, the score improved for SF-36 physical functioning, and body pain dimensions. The mean difference between the control and intervention group was not significant for the remaining dimensions, and neither for the MacNew Heart Disease-HRQL and EuroQol-VAS questionnaires. Supervised cardiac rehabilitation programmes were effective in improving health-related quality of life, however, there was a potential variability in the interventions; therefore, the results should be interpreted with caution. This study supports the importance of providing care and evaluating interventions via the supervision of trained health professionals, and further randomised clinical trials are needed to analyse the positive changes in mental and physical health outcomes.