Objective: To review the literature regarding the effects of exercise in patients with musculoskeletal pain on modifying: (1) the plasma or cerebral spinal fluid concentrations of pain-relieving peptides and (2) changing the cerebral activity of areas linked with pain processing and modulation systematically. Methods: An extensive search of bibliographic databases including MEDLINE, EMBASE, EBM Reviews-Cochrane Central Register of Controlled Trials, ISI Web of Science, Scopus, PeDro, AMED, and CINAHL was made. Two independent investigators screened the titles of publications and completed quality assessment of the selected studies. Results: The search of the literature resulted in a total of 1819 published studies. Of these only 1 study of low methodological quality was considered to be relevant. The agreement between reviewers to select the articles was κ=1. The agreement for the methodological quality evaluation was κ=0.9. Discussion: Given the small number of studies identified and the low quality of research, no firm conclusions could be reached about the impact of therapeutic exercise on modifying concentrations of pain-relieving peptides or its effect on changing the cerebral activity of areas linked with pain processing in patients with musculoskeletal pain. There is a clear need for well-designed trials examining exercise therapy interventions and their effect on both pain-relieving peptides and cerebral activity in patients with musculoskeletal pain. Copyright © 2011 by Lippincott Williams & Wilkins.