Background: The retirement transition constitutes both a risk and an opportunity for changes in physical activity (PA) and sedentary behavior (SB). The present systematic review aims to summarize the current evidence regarding the differences between socioeconomic status (SES) groups in changes in PA and SB across the retirement transition. Methods: The authors searched 5 databases. Inclusion criteria were: investigating statutory retirement, measuring PA and/or SB at least once before and once after retirement, and reporting information on SES differences. Results are reported by means of a narrative synthesis, combined with harvest plots based on direction of effect. Results: We included 24 papers from 19 studies. Sixteen papers focused on PA, 3 on SB, and 5 investigated both. For total PA, occupational PA, and total sedentary time, nearly all publications reported more favorable changes for high SES groups. For recreational PA, active transport, and screen time, there seemed to be a tendency toward more favorable changes for high SES groups. Changes in household/caregiving PA did not appear to differ between SES groups. Conclusions: Changes in movement behavior during the retirement transition are potentially more favorable for high SES adults. Nonetheless, the differences between SES groups seem to depend on the domain of movement behavior.