Physical exercise may offer multiple benefits to patients with chronic kidney disease (CKD). However, it was not traditionally recommended because of the possibility of impairing renal function and increasing proteinuria. The objective of this study is to review the clinical trials on physical exercise in patients with CKD and describe its effect on the progression of kidney disease and other factors associated. Randomised clinical trials (RCT) comparing an intervention that included an exercise component with a control group without physical exercise in non-dialysis patients with CKD from 2007 to 2018 in English and Spanish were included. PubMed, Scopus, Embase, Ovid (Medline) and PEDro databases were used for the search. Effects of physical exercise were summarised by the standardised mean difference (SMD). No differences were found in glomerular filtration rate or proteinuria between the intervention group and the control group: SMD −0.3 (p=0.81); SMD 26.6 (p=0.82). Positive effects were obtained on peak oxygen consumption: SMD 2.5 (p<0.001), functional capacity: SMD 56.6 (p<0.001), upper limb strength: SMD 6.8 (p<0.001) and haemoglobin: SMD 0.3 (p=0.003). An improvement on the quality of life was also evident using the KDQOL-36 survey: SMD 3.56 (p=0.02) and the SF-36 survey: SMD 6.66 (p=0.02). In conclusion, the practice of low-intensity physical exercise routinely has no negative impact on renal function. On the contrary, it improves aerobic and functional capacity, impacting positively on the quality of life.