Individuals with chronic kidney disease (CKD) have a systemic inflammatory state. We assessed the effects of exercise on inflammatory markers in individuals with CKD. An electronic search was conducted, including MEDLINE. Experimental clinical trials that investigated the effects of exercise on inflammatory markers in individuals with CKD at all stages were included. Meta-analyses were conducted using the random-effects model and standard mean difference (SMD). Subgroup analyses were performed for resistance, aerobic, and combined exercise interventions. Twenty-nine studies were included in the meta-analyses. Exercise interventions showed significant reductions in C-reactive protein (CRP) (SMD: −0.23; 95% CI: −0.39 to −0.06), interleukin (IL)-6 (SMD: −0.35; 95% CI: −0.57, −0.14), and tumor necrosis factor-alpha (TNF-α) (SMD: −0.63, 95% CI: −1.01, −0.25) when compared with the controls. IL-10 levels significantly increased (SMD: 0.66, 95% CI: 0.09, 1.23) with exercise interventions. Resistance interventions significantly decreased CRP (SMD: −0.39, 95% CI: −0.69, −0.09) and TNF-α (SMD: −0.72, 95% CI: −1.20, −0.23) levels, while increasing IL-10 levels (SMD: 0.57, 95% CI: 0.04, 1.09). Aerobic interventions only significantly reduced IL-6 levels (SMD: −0.26, 95% CI: −0.51, −0.01). No significant changes in any inflammatory markers were observed with combined exercise interventions. Exercise interventions are effective as an anti-inflammatory therapy in individuals with CKD compared to usual care control groups. Resistance interventions seem to promote greater anti-inflammatory effects.