Physical exercise is known to have beneficial effects on psychosocial well-being and cognitive performance. Children with cerebral palsy (CP) showed lower levels of physical activity (PA) than healthy children; this fact, in addition to the basic clinical condition, increased the sedentary habit with a psychological impact and motor impairment of these children. Furthermore, children and adolescents with CP are less committed to sports activities than typically developing children of the same age. The aim of the present narrative review was to increase the amount of knowledge regarding the effectiveness and importance of specific and individualized sports in children with CP. A comprehensive search of MED-LINE and EMBASE databases was performed, including specific search terms such as “cerebral palsy” combined with “sport”, “physical activity”, and the names of different sports. No publication date limits were set. We included studies with an age range of 0–18 years. The main results pointed out that most of the sports improved motor function, quality of life, and coordination in children and adolescents with CP. Physicians, therapists, and parents should become aware of the benefits of sports activities for this population of patients. Specific sports activities could be included as a usual indication in clinical practice in addition to rehabilitation treatment.