Exercise program has been associated with improved cardiovascular outcomes in patients sustaining coronary artery disease. However, little is known about the role of exercise after percutaneous coronary intervention (PCI). Published literature was searched from Embase, PubMed, Wanfang Data, Cochrane Database of Systematic Reviews, China National Knowledge Infrastructure (CNKI) and Central Database. Exercise versus no exercise following PCI in the patients with coronary heart disease (CHD) was investigated in randomized trials. Left ventricular end diastolic diameter (LVEDD), left ventricular ejection fraction (LVEF), 6-minute walking distance (6MWD), cardiac death, myocardial infarction, coronary angioplasty, coronary artery bypass surgery (CABG), and angina pectoris or restenosis per randomized patients were analyzed by meta-analytic procedure to compare the curative effect of exercise program with exclusive exercise program after PCI. Ten randomized controlled trials including 1274 subjects (636 in exercise group and 638 in control group) were analyzed. The meta-analysis demonstrated that LVEF was significantly improved in exercise group (MD = 2.82, 95% CI [1.50, 4.14], p < 0.05). In contrast, the incidence rate of cardiac death (RR = 0.24, 95% CI [007, 0.76], p = 0.02), myocardial infarction (RR = 0.23, 95% CI [0.09, 0.57], p = 0.002), coronary angioplasty (RR = 0.47, 95% CI [0.26, 0.84], p = 0.01), angina pectoris (RR = 0.39, 95% CI [0.24, 0.64], p = 0.0002) and restenosis (RR = 0.36, 95% CI [0.16, 0.83], p = 0.02) were significantly lower in exercise group. LVEDD (MD = -2.01, 95% CI [-4.72, 0.70]), 6MWD (MD = 50.85, 95% CI [-13.24, 114.94]), and CABG (RD = -0.01, 95% CI [-0.05, 0.03]) were not significantly different in the patients with or without exercise (p = 0.71). Trial sequential analysis reflected traditional meta-analysis might generate a false positive conclusion for MI and cardiac death. There was no firm evidence to support the beneficial effects of exercise after PCI for the CHD patients to improve heart function or to reduce the incidence of adverse cardiovascular events.