The aim of this paper is to provide a narrative review of the effects of physical exercise in the treatment of chronic musculoskeletal pain. Physical inactivity and sedentary behavior are associated with chronic musculoskeletal pain and can aggravate it. For the management of musculoskeletal pain, physical exercise is an effective, cheap, and safe therapeutic option, given that it does not produce the adverse effects of pharmacological treatments or invasive techniques. In addition to its analgesic capacity, physical exercise has an effect on other pain-related areas, such as sleep quality, activities of daily living, quality of life, physical function, and emotion. In general, even during periods of acute pain, maintaining a minimum level of physical activity can be beneficial. Programs that combine several of the various exercise modalities (aerobic, strengthening, flexibility, and balance), known as multicomponent exercise, can be more effective and better adapted to clinical conditions. For chronic pain, the greatest benefits typically occur with programs performed at light-to-moderate intensity and at a frequency of two to three times per week for at least 4 weeks. Exercise programs should be tailored to the specific needs of each patient based on clinical guidelines and World Health Organization recommendations. Given that adherence to physical exercise is a major problem, it is important to empower patients and facilitate lifestyle change. There is strong evidence of the analgesic effect of physical exercise in multiple pathologies, such as in osteoarthritis, chronic low back pain, rheumatoid arthritis, and fibromyalgia.
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