The present research focuses on the use of the Jigsaw, a promising cooperative learning method in Physical Education. Jigsaw method uses a two active way approach in the classroom, individual and collective. In Jigsaw learning, similar to a puzzle, each part—the contribution of each student—is essential in the completion of the work. Based on the findings of previous research, the purpose of this communication is to document how Jigsaw learning can be an interesting approach in Physical Education. To date, two studies have focused on its use in Physical Education. However, considering the numerous existing studies analyzed in education (N = 56), this approach seems interesting to implement in Physical Education. The literature review (analyzed by a systematic process of inductive content) in education have shown positive results on student engagement and learning, as well as on students’ and teachers’ perceptions who have had Jigsaw experiences. Nevertheless, some limitations of this method (i.e., regarding grouping, students’ skills, teachers’ training, preparation time by the teacher) have to be taken into account in its implementation in Physical Education and the teachers training need to be improved.