Experiences of, and access and barriers to, physical activity (PA) differ between individuals. This becomes perpetuated in a migration context. Although there is super-diversity between migrant groups, health research rarely accounts for this cultural diversity. More concerningly, the matter of context is rarely scrutinized or juxtaposed with the specifics of certain ethnic groups. This integrative review assessed the evidence on post-socialist migrants’ PA levels, constraints, and enablers for PA in the Nordic region. The results show that post-socialist female migrants have an especially high risk of being physically inactive. The qualitative work elucidates socio-cultural factors that impose specific constraints on females when attempting to engage in PA. Furthermore, in scrutinizing the context, Nordic nature (Friluftsliv) is a viable way for migrants to access PA with additional health benefits (e.g., mental). However, the Nordic environment also poses specific PA challenges, such as harsh winters. This can be understood by considering post-socialist migrants’ prior use of, and attitude to, nature. The review highlights the importance of understanding specifics about both migrant groups and contexts through a critical-realist lens in the pursuit of providing PA opportunities. Future PA programs need to understand the contextual, sociohistorical, and cultural settings in which they and migrants are embedded.