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Despite growing evidence surrounding the benefits of physical activity, a high percentage of the population still do not achieve the recommended amount of physical activity, and interventions to counter this have been ineffective. To shed light on the engagement and maintenance factors of physical activity practice, we have conducted a review of existing theoretical models using a socio-ecological approach, considered in the present work as a meta-model, to describe their applications to physical activity, as well as their uses and limitations. Currently, the complexity of physical activity behavior has not been widely studied in the literature, as theoretical models are centered on the intra- and inter-individual levels and not on system approaches. Models mobilising a single level of the socio-ecological approach, which limits our understanding of its complexity, as it is supported by both implicit and explicit processes, as well as by individual-environment interactions. These are studied using linear statistical models and not dynamic, retroactive approaches, preventing the consideration of a whole system. Looking to the future, these gaps in our knowledge will have to be filled in order to advance our explanation of physical activity behavior change and maintenance.