Sarcopenia leads to a loss of strength, later on to a decreased functional status, impaired mobility, a higher risk of falls, and eventually an increased risk of mortality. There are many factors responsible for the decline of muscle mass and muscle strength associated with aging, although the complex, multi-factorial mechanisms driving the sarcopenic process are not clearly understood. Physical inactivity or a decreased physical activity level is a part of the underlying mechanisms of sarcopenia and therefore physical activity can be seen as an important factor to reverse or modify the development of this condition. Several treatments have been proposed for the treatment of this loss of muscle and strength, but there is no doubt that exercise represents the most important approach to prevent and treat sarcopenia. In this review, we describe first the conceptual distinctions between the terms sedentary behaviour, physical activity and exercise. In addition, we review the benefits of physical activity in the elderly population, including lower mortality and functional independence, and discuss the four categories for specific recommendations for exercises (aerobic exercise, progressive resistance exercise, flexibility and balance). Finally we discuss the principles governing the prescription of physical activity for older people with sarcopenia and make some specific advices for how to engage older adults in appropriate exercise.