The treatment and prevention of osteoporosis in women represents an unresolved problem. The aim of this systematic review was to determine whether exercise can be useful in this context. Various literature searches identified 21 randomised controlled trials on the subject. These are highly diverse in more than one respect. Collectively, however, the strongly suggest that regular physical exercise can reduce the risk of osteoporosis and delay the physiological decrease of bone mineral density. It is concluded that regular exercise for women of practically all ages is well advised.