Abstract Background Many desk-based workers can spend more than half of their working hours sitting, with low levels of physical activity. Workplace neighbourhood built environment may influence workers’ physical activities and sedentary behaviours on workdays. We reviewed and synthesised evidence from observational studies on associations of workplace neighbourhood attributes with domain-specific physical activity and sedentary behaviour and suggested research priorities for improving the quality of future relevant studies. Methods Published studies were obtained from nine databases (PubMed, Web of Science, PsycINFO, Scopus, Transport Research International Documentation, MEDLINE, Cochrane, Embase, and CINAHL) and crosschecked by Google Scholar. Observational studies with quantitative analyses estimating associations between workplace neighbourhood built environment attributes and workers’ physical activity or sedentary behaviour were included. Studies were restricted to those published in English language peer-reviewed journals from 2000 to 2019. Results A total of 55 studies and 455 instances of estimated associations were included. Most instances of potential associations of workplace neighbourhood built environment attributes with total or domain-specific (occupational, transport, and recreational) physical activity were non-significant. However, destination-related attributes (i.e., longer distances from workplace to home and access to car parking) were positively associated with transport-related sedentary behaviour (i.e., car driving). Conclusions The findings reinforce the case for urban design policies on designing mixed-use neighbourhoods where there are opportunities to live closer to workplaces and have access to a higher density of shops, services, and recreational facilities. Studies strengthening correspondence between the neighbourhood built environment attributes and behaviours are needed to identify and clarify potential relationships. Protocol registration The protocol of this systematic review was registered on the International Prospective Register of Systematic Reviews (PROSPERO) on 2 December 2019 (registration number: CRD42019137341 ).