BACKGROUND: Evidence regarding the association of the built environment with physical activity is influencing policy recommendations that advocate changing the built environment to increase population-level physical activity. However, to date there has been no rigorous appraisal of the quality of the evidence on the effects of changing the built environment. The aim of this review was to conduct a thorough quantitative appraisal of the risk of bias present in those natural experiments with the strongest experimental designs for assessing the causal effects of the built environment on physical activity. METHODS: Eligible studies had to evaluate the effects of changing the built environment on physical activity, include at least one measurement before and one measurement of physical activity after changes in the environment, and have at least one intervention site and non-intervention comparison site. Given the large number of systematic reviews in this area, studies were identified from three exemplar systematic reviews; these were published in the past five years and were selected to provide a range of different built environment interventions. The risk of bias in these studies was analysed using the Cochrane Risk of Bias Assessment Tool: for Non-Randomized Studies of Interventions (ACROBAT-NRSI). RESULTS: Twelve eligible natural experiments were identified. Risk of bias assessments were conducted for each physical activity outcome from all studies, resulting in a total of fifteen outcomes being analysed. Intervention sites included parks, urban greenways/trails, bicycle lanes, paths, vacant lots, and a senior citizen's centre. All outcomes had an overall critical (n = 12) or serious (n = 3) risk of bias. Domains with the highest risk of bias were confounding (due to inadequate control sites and poor control of confounding variables), measurement of outcomes, and selection of the reported result. CONCLUSIONS: The present review focused on the strongest natural experiments conducted to date. Given this, the failure of existing studies to adequately control for potential sources of bias highlights the need for more rigorous research to underpin policy recommendations for changing the built environment to increase physical activity. Suggestions are proposed for how future natural experiments in this area can be improved.