Human Immunodeficiency Virus (HIV) infection is now considered a chronic, long-term disease, potentially affecting all body systems and causing disturbances in functional status. Beside the immune system, the cardiovascular, neuromuscular, and musculoskeletal systems are three of the body systems most affected by HIV and/or its treatment. With these systems affected, mobility and functional activities can be limited in people with this chronic infection. Aerobic and resistive exercise programs have improved bodily function, Health Related Quality of Life (HRQoL), and increased participation in daily life activities of individuals living with HIV. Rehabilitation professionals involved in the treatment of people living with HIV infection must consider exercise prescription or promotion of an active lifestyle as part of their routine clinical evaluation and management. The purpose of this review is twofold: 1) provide rehabilitation clinicians a summary of the effects of exercise on the cardiovascular, neuromuscular, and musculoskeletal systems of adults infected with HIV and 2) discuss the short and long-term benefits of regular aerobic and/or resistive exercise in this population.