Physical inactivity has been identified as a risk factor for multiple disorders and a strong association exists between chronic kidney disease (CKD) and a sedentary lifestyle. Even though physical activity is crucial in the development and progression of disease, the general focus of the current medical practice is the pharmacological perspective of diseases with inadequate emphasis on lifestyle intervention. In this narrative review we explain the pathophysiological mechanisms underlying the beneficial effects of physical exercise on CKD in addition to discussing the clinical studies and trials centred on physical exercise in patients with CKD. Physical activity influences several pathophysiological mechanisms including inflammation, oxidative stress, vascular function, immune response and macromolecular metabolism. While exercise can initially induce stress responses like inflammation and oxidative stress, long-term physical activity leads to protective countermeasures and overall improved health. Trials in pre-dialysis CKD patients show that exercise can lead to reductions in body weight, inflammation markers and fasting plasma glucose. Furthermore, it improves patients' functional capacity, cardiorespiratory fitness and quality of life. The effects of exercise on kidney function have been inconsistent in these trials. In haemodialysis, peritoneal dialysis and kidney transplant patients exercise interventions improve cardiorespiratory fitness, walking capacity and quality of life. Combined training shows the best performance to increase peak oxygen uptake in haemodialysis patients. In kidney transplant recipients, exercise improves walking performance, quality of life and potentially arterial stiffness. However, exercise does not affect glucose metabolism, serum cholesterol and inflammation biomarkers. Long-term, adequately powered trials are needed to determine the long-term feasibility, and effects on quality of life and major clinical outcomes, including mortality and cardiovascular risk, in all CKD stages and particularly in kidney transplant patients, a scarcely investigated population. Physical exercise plays a crucial role in ameliorating inflammation, oxidative stress, vascular function, immune response and macromolecular metabolism, and contributes significantly to the quality of life for patients with CKD, irrespective of the treatment and stage. Its direct impact on kidney function remains uncertain. Further extensive, long-term trials to conclusively determine the effect of exercise on major clinical outcomes such as mortality and cardiovascular risk remain a research priority.