Chronic renal failure is a severe clinical problem which has some significant socioeconomic impact worldwide and hemodialysis is an important way to maintain patients’ health state, but it seems difficult to get better in short time. Considering these, the aim in our research is to update and evaluate the effects of exercise on the health of patients with chronic renal failure. The databases were used to search for the relevant studies in English or Chinese. And the association between physical exercise and health state of patients with chronic renal failure has been investigated. Random-effect model was used to compare the physical function and capacity in exercise and control groups. Exercise is helpful in ameliorating the situation of blood pressure in patients with renal failure and significantly reduces VO2 in patients with renal failure. The results of subgroup analyses show that, in the age >50, physical activity can significantly reduce blood pressure in patients with renal failure. The activity program containing warm-up, strength, and aerobic exercises has benefits in blood pressure among sick people and improves their maximal oxygen consumption level. These can help patients in physical function and aerobic capacity and may give them further benefits.