Many sets of data indicate that HIV-infected individuals maintain a low level of chronic immune activation and inflammation even in the presence of effective antiretroviral therapy (ART). This residual immune activation seems to be associated with accelerated aging and an increased incidence of non-AIDS-defining illnesses. Several published studies suggest that physical activity is a beneficial nonpharmacological intervention to reduce chronic inflammation. However, currently available data on the potential benefits of regular physical exercises for HIV-infected individuals are limited. Nonetheless, increasing evidence suggests that the introduction of regular physical exercise in the clinical management of HIV-infected individuals may have a significant positive impact in reducing some of the long-term complications of both infection and ART. Based on a comprehensive review of the existing data, we propose that regular physical exercise should be further studied as a potential antiinflammatory, nonpharmacological approach to be used to treat HIV residual disease and non-AIDS-defining illnesses in ART-treated HIV-infected individuals.