Sedentary behavior and inadequate energy expenditure are serious global public health concerns among youngsters. The exponential growth in technology emerges as a valuable opportunity to foster physical activity, particularly through active video games. We performed a systematic review following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses guidelines in PubMed, Web of Science, Cochrane, and Scopus to provide a comprehensive view of the literature on energy expenditure levels among adolescents while playing active video games. Among the 574 manuscripts identified at the first screening stage, 23 were retained for analysis. Ten studies were characterized by longitudinal and thirteen by cross-sectional designs. The results showed that short-term active video games elicited energy expenditure values comparable to moderate-intensity physical activity (3–6 METs). However, in intervention programs (with at least six weeks) the results indicate no significant effects of active video games on youngsters’ energy expenditure levels and physical activity profiles between baseline and follow-up assessments. Overall, active video games based on sports and dance were the most used, and boys tended to achieve higher energy expenditure than girls. The diversity of methods implemented limits comparing results and drawing generalized conclusions. However, considering its attractiveness to youth, active video games might emerge as a complementary tool to traditional physical activities promoted in schools and local communities. Details regarding gender differences and contradictory results of longitudinal approaches should be considered in future research based on standardized methods.