The combination of physical activity and being in nature is recognized as providing a range of significant benefits. The objective of this literature review was to compile an overview of the social benefits and costs associated with outdoor sports within the academic literature and to reflect on the quality of underlying evidence that supports the relationship. A systematic review was carried out with seven partners from different European countries, including Bulgaria, France, Germany, United Kingdom, Italy, Portugal, and Spain. From a total of 17,560 studies identified, 133 studies were selected with relevant data extracted to standardized forms. The selected studies have been analyzed with qualitative research methods. A meta-analysis could not be conducted due to the heterogeneity of the study designs and outcome measures. As a result, the review gives an overview of the social impacts associated with outdoor sports which have been clustered to six broad categories: physical health, mental health and wellbeing, education and lifelong learning, active citizenship, crime reduction, and anti-social behavior, as well as additional benefits. The review furthermore revealed gaps in the evidence base which are especially notable in the long-term effects that outdoor sports can have on personal and social development.