Introduction: The benefits of unsupervised exercise programmes in obstructive lung disease are unclear. The aim of this systematic review was to synthesise evidence regarding the efficacy of unsupervised exercise versus non-exercise-based usual care in patients with obstructive lung disease. Methods: Electronic databases (MEDLINE, CINAHL, Embase, Allied and Complementary Medicine Database, Web of Science, Cochrane Central Register of Controlled Trials and Physiotherapy Evidence Database) and trial registers (ClinicalTrials.gov, Current Controlled Trials, UK Clinical Trials Gateway and WHO International Clinical Trials Registry Platform) were searched from inception to April 2020 for randomised trials comparing unsupervised exercise programmes with non-exercise-based usual care in adults with chronic obstructive pulmonary disease (COPD), non-cystic fibrosis bronchiectasis or asthma. Primary outcomes were exercise capacity, quality of life, mortality, exacerbations and respiratory cause hospitalisations. Results: Sixteen trials (13 COPD, 2 asthma, 1 chronic bronchitis: 1184 patients) met the inclusion criteria. Only data on COPD populations were available for meta-analysis. Unsupervised exercise resulted in a statistically but not clinically significant improvement in the 6-Minute Walk Test (n=5, MD=22.0 m, 95% CI 4.4 to 39.6 m, p=0.01). However, unsupervised exercise did lead to statistically significant and clinically meaningful improvements in St. George's Respiratory Questionnaire (n=4, MD=-11.8 points, 95% CI-21.2 to-2.3 points, p=0.01) and Chronic Respiratory Disease Questionnaire domains (dyspnoea: N=4, MD=0.5 points, 95% CI 0.1 to 0.8 points, p<0.01; fatigue: N=4, MD=0.7 points, 95% CI 0.4 to 1.0 points, p<0.01; emotion: N=4, MD=0.5 points, 95% CI 0.2 to 0.7 points, p<0.01; mastery: Unable to perform meta-analysis) compared with non-exercise-based usual care. Discussion: This review demonstrates clinical benefits of unsupervised exercise interventions on health-related quality of life in patients with COPD. High-quality randomised trials are needed to examine the effectiveness of prescription methods.