Total hip arthroplasty (THA) has revolutionized the care of patients with end-stage joint disease, leading to pain relief, functional recovery, and substantial improvement in quality of life. However, long-term studies indicate persistence of impairment and functional limitation after THA, and the optimal rehabilitation protocols are largely unknown. The aim of this paper was to systematically review the controlled trials published on the effectiveness of physical exercise programs after THA. Nine studies were retrieved from MEDLINE and reviewed. Results show that the physical exercise protocols most frequently used after THA in the early postoperative phase are neither supported nor denied by clinical controlled trials. Convincing evidence for the effectiveness of single interventions in addition to usual exercise programs exists for each of the three following options: treadmill training with partial body-weight support, unilateral resistance training of the quadriceps muscle (operated side), and arm-interval exercises with an arm ergometer. In the late postoperative phase (operation interval > 8 weeks) exercise programs consistently improve both impairment and ability to function. Weight-bearing exercises with hip-abductor eccentric strengthening may be the crucial component of the late-phase protocols. Substantial limitations were found in the nine studies, including small sample size, patient selection, heterogeneity of outcome assessments, and potential sources of variability not investigated. Despite limitations, we conclude that three main suggestions emerge from controlled trials on physical exercise after THA: early postoperative protocols should include additive interventions whose effectiveness has been shown. Late postoperative programs are useful and should comprise weight-bearing exercises with hip-abductor eccentric strengthening.