Introduction: Physical education in schools is a fundamental component of students’ integral formation, as it can promote the development of motor, cognitive, emotional, and social skills. However, the evidence regarding its benefits is often found spread across different educational approaches and contexts. Objective: To analyze the influence of physical education at school in the integral development of students in preschool, elementary, middle, and high school, considering the psychomotor, cognitive, affective, and social domains. Methodology: A systematic review was conducted following the recommendations of PRISMA 2020 declaration. The literature search was directed by the PubMed, ERIC, SPORTDiscus, Scopus, and Web of Science databases. Studies related to physical education programs or interventions implemented in school settings published between 2016 and 2024 in Spanish and English were included. 21 studies were selected for the analysis. Results: The reviewed studies show that physical education can contribute to the development of motor skills, coordination, and physical condition. Benefits were also identified in cognitive processes such as attention, memory, and academic performance. In the affective and social domains, improvements were observed in self-esteem, motivation, emotional well-being, cooperation, and school socialization. Discussion: The most consistent results were associated with structured, active, and inclusive pedagogical proposals. Conclusions: Physical education is an important educational tool to promote the integral development of students. Its benefits extend beyond the physical field and can benefit learning, experiences and skills that contribute to a more comprehensive education.