In the general population, moderate exercise is associated with several health benefits including a decreased risk of obesity, coronary heart disease, stroke, certain types of cancer and all-cause mortality. In chronic kidney disease (CKD), physical inability is an independent risk of death. Health benefits of regular exercise in CKD patients include improvements in functional and psychological measures such as aerobic and walking capacity and health-related quality of life. Nonetheless, in CKD patients exercise rehabilitation is not routinely prescribed. Renal patients are heterogeneous across the different stages of CKD so that the assessment of physical capability is mandatory for a correct exercise program prescription. To plan appropriate exercise programs in the CKD setting, targeted professional figures should be actively involved as many psychological or logistic barriers may hamper exercise implementation in these subjects. Different approaches, such as home exercise rehabilitation programs, supervised exercise training or in-hospital gym may theoretically be proposed. However, physical exercise should always be tailored to the individual capacity and comorbidities and each patient should ideally be involved in the decision-making process.