Chronic Kidney Disease (CKD) is a progressive condition characterised by declining eGFR and associated, particularly in advanced stages, with increased morbidity and cardiovascular mortality. Current treatment options for delaying disease progression are limited to a small number of pharmacological agents. Considering that rates of kidney function decline are greater in patients with lower levels of habitual physical activity, there is interest in the potential benefits of structured exercise training in delaying CKD progression. This discursive review summarises the current state-of-play in this field of research by critically analysing the published systematic reviews of randomised controlled trials of structured exercise training in the non-dialysis CKD population. Several issues are highlighted that hamper definite conclusions as to the therapeutic effectiveness of exercise training for this purpose. However, following an overview of the pathophysiology and risk factors for kidney function decline, several potential mechanisms explaining how exercise training may benefit CKD progression are offered. Finally, suggestions for future research in this area are made. The review concludes that there is a need for further research on the effectiveness of exercise before it can be recommended as part of routine care for the purpose of delaying CKD progression. Exercise can be recommended, however, to individual patients because of a potential benefit to kidney function, and definite benefits to other outcomes such as quality of life, with no apparent evidence of harm.