The use of both aerobic and resistance exercise has been shown to improve physiologic parameters such as strength, endurance, time to fatigue, and body composition in the HIV-infected population. Exercise has also been used successfully to treat psychologic conditions such as depression and anxiety that are common in HIV-infected individuals. However, the effects of exercise on immune function in these individuals are uncertain because of conflicting results found among studies. Additionally, many ventures into this area have been attempted with poor research design, resulting in inconclusive evidence or poor generalizability. The focus of this paper is to review the research that has been performed using exercise as an intervention for HIV-infected persons and to determine what needs to be done next to further our understanding of how the HIV-infected body and mind respond to exercise training.