Idiopathic inflammatory myopathies (IIM) are a heterogeneous group of diseases that share some symptoms such as muscular weakness and inflammation of skeletal muscle. Complete recovery of muscle function with pharmacological treatment does not always occur, suggesting that physical inability is a great concern for these patients. In this context, it has been speculated that physical exercise could result in functional benefits to patients with IIM, leading to an improvement in quality of life. In fact, recent studies of polymyositis (PM) and dermatomyositis (DM) support the notion that exercise training improves or at least stabilizes muscle strength and functional ability without inducing disease flares. Importantly, these benefits were observed not only during the chronic phase, but also in the course of active disease. This positive effect was found to be long term, as demonstrated by a six-month significant improvement in exercise capacity and strength. Together, these findings indicate that a well controlled exercise program can be recommended for patients with DM and PM. The optimal exercise modality training and the underlying mechanism for this encouraging response remain to be determined in future studies.