This study aimed to comprehensively assess the effects of exercise on cardiopulmonary function indices in patients with chronic kidney disease (CKD). A literature review was performed by searching literatures in PubMed and Embase before June 2016. Studies were selected based on predefined inclusion and exclusion criteria, followed by data extraction and a quality assessment of the included studies using the Cochrane Collaboration's tool. Correlations between exercise and cardiopulmonary function indices [pulse wave velocity, respiratory exchange ratio, and peak oxygen uptake (VO2 peak)] were then evaluated using mean differences and 95% confidence intervals. All meta-analyses were conducted using R 3.12 software. Finally, five eligible studies involving 179 CKD patients were included. After intervention, a heterogeneity test showed that the VO2 peak values of the treatment group were greater than those of the control group, whereas no significant differences were found for the other indices. However, a sensitivity analysis showed inconsistent results both before and after intervention. Thus, we concluded that exercise might play an important role in improving the VO2 peak values in CKD patients. Additional studies are needed to verify this conclusion.