Individuals infected with HIV experience numerous comorbidities caused by the disease progression and medications, lack of (or inability to perform) physical activity, malnutrition, or a combination of these causes. Common symptoms include loss of muscle mass, fatigue, lypodystrophy, lypoatrophy, and decreases in strength, functional capacity, and overall quality of life. Studies have shown that exercise is a potential treatment of many of these symptoms. Research suggests that exercise may produce beneficial physiological changes in the HIV-infected population such as improved body composition and increases in both strength and endurance. In addition, psychological conditions such as depression and anxiety have been shown to be positively affected by exercise. The purpose of this review is to examine the literature regarding effects of aerobic, resistance, and combined aerobic and resistance exercise training on HIV-infected individuals.