Several studies have reported the benefits of exercise training for adults with HIV, although there is no consensus regarding the most efficient modalities. The aim of this study was to determine the effects of different types of exercise on physiologic and functional measurements in patients with HIV using a systematic strategy for searching randomized controlled trials. The sources used in this review were the Cochrane Library, EMBASE, MEDLINE, and PEDro from 1950 to August 2012. We selected randomized controlled trials examining the effects of exercise on body composition, muscle strength, aerobic capacity, and/or quality of life in adults with HIV. Two independent reviewers screened the abstracts using the Cochrane Collaboration's protocol. The PEDro score was used to evaluate methodological quality. In total, 29 studies fulfilled the inclusion criteria. Individual studies suggested that exercise training contributed to improvement of physiologic and functional parameters, but that the gains were specific to the type of exercise performed. Resistance exercise training improved outcomes related to body composition and muscle strength, with little impact on quality of life. Aerobic exercise training improved body composition and aerobic capacity. Concurrent training produced significant gains in all outcomes evaluated, although moderate intensity and a long duration were necessary. We concluded that exercise training was shown to be a safe and beneficial intervention in the treatment of patients with HIV.