Women frequently suffer from urinary incontinence due to atrophic changes in the urogenital tract. Recommended conservative treatment includes evaluation of pelvic-floor strength and the functional use of pelvic-floor-muscle (PFM) training. Following the PRISMA 2020 guidelines, a search was conducted in the electronic databases PubMed, Web of Science, and Scopus for articles with at least one group performing PFM exercises in post-menopausal women with urinary incontinence. Eight articles were included, and each study had at least one group of PFM exercise-based intervention alone or combined. The volume or duration, frequency, and number of sessions were heterogeneous. All the studies reported significant differences in favor of PFM exercise in strength, quality of life, and/or severity of urinary incontinence. PFM exercise is a highly recommended intervention to treat urinary incontinence in postmenopausal women. However, more research is needed to establish specific factors such as dose-response relationships and to standardize methods for measuring effects.