A number of chronic illnesses such as renal failure (CRF), obstructive pulmonary disease, and congestive heart failure result in a significant decrease in exercise tolerance. There is an increasing awareness that prescribed exercise, designed to restore some level of physical performance and quality of life, can be beneficial in these conditions. In CRF patients, muscle function can be affected by a number of direct and indirect mechanisms caused by renal disease as well as various treatment modalities. The aims of this review are twofold: first, to briefly discuss the mechanisms by which CRF negatively impacts skeletal muscle and, therefore, exercise capacity, and, second, to discuss the available data on the effects of programmed exercise on muscle function, exercise capacity, and various other parameters in CRF.