Exercise is commonly used in the management of patients with rheumatoid arthritis (RA); however, there is little consensus in the literature to support its use. This systemic review aimed to determine the effects of dynamic exercise on patients with RA. A systematic search of Medline (1949–2007), Cinahl (1982–2007), Embase (1974–2007) and Cochrane library was performed for randomised-controlled trials using the keywords “rheumatoid arthritis” and “exercise” or “training” or “sport”. The methodological quality of studies was assessed using a ten-point scale. Eighteen papers relating to 12 different studies met inclusion criteria. The mean methodological quality score was 6.9/10. Studies using aerobic training, strength training and combinations of both were included. Patients with early, stable, and active RA were studied. A number of studies reported improvement in muscle strength, physical function and aerobic capacity with dynamic exercise. Some studies also reported improvements in disease activity measures, and small improvements in hip bone mineral density. One study reported significantly less progression of small joint radiographic damage of the feet in the dynamic exercise group. However, one study also reported worse large joint radiographic damage in patients using dynamic exercise who had pre-existing large joint damage, though this was a retrospective analysis. No studies reported worse outcomes for function, disease activity or aerobic capacity with dynamic exercise. Cardiovascular outcomes were not reported in any study, and no data were presented to assess the effect of exercise on patients with significant underlying cardiovascular disease. This systematic review suggests that the majority of patients with RA should be encouraged to undertake aerobic and/or strength training exercise. Exercise programmes should be carefully tailored to the individual, particularly for patients with underlying large joint damage or pre-existing cardiovascular disease.