Chronic kidney disease (CKD) is a public health problem. Although physical activity is essential for the prevention and treatment of most chronic diseases, exercise is rarely prescribed for CKD patients. The objective of the study was to search for and appraise evidence on the effectiveness of exercise interventions on health endpoints in CKD patients. A systematic review was performed of randomized clinical trials (RCTs) designed to compare exercise with usual care regarding effects on the health of CKD patients. MEDLINE, EMBASE, Cochrane Central, Clinical Trials registry, and proceedings of major nephrology conference databases were searched, using terms defined according to the PICO (Patient, Intervention, Comparison and Outcome) methodology. RCTs were independently evaluated by two reviewers. A total of 5489 studies were assessed for eligibility, of which 59 fulfilled inclusion criteria. Most of them included small samples, lasted from 8 to 24 weeks and applied aerobic exercises. Three studies included only kidney transplant patients, and nine included pre-dialysis patients. The remaining RCTs allocated hemodialysis patients. The outcome measures included quality of life, physical fitness, muscular strength, heart rate variability, inflammatory and nutritional markers and progression of CKD. Most of the trials had high risk of bias. The strongest evidence is for the effects of aerobic exercise on improving physical fitness, muscular strength and quality of life in dialysis patients. The benefits of exercise in dialysis patients are well established, supporting the prescription of physical activity in their regular treatment. RCTs including patients in earlier stages of CKD and after kidney transplantation are urgently required, as well as studies assessing long-term outcomes. The best exercise protocol for CKD patients also remains to be established.