Aerobic exercise training is an important therapy to offer individuals who are HIV positive (HIV+). Six to 12 weeks of moderate exercise sessions (3 times per week for 1 hour) significantly improves aerobic capacity (VO2max and lactic acidosis threshold), apparently without detrimental effects on the immune system. In addition, small but significant beneficial effects on the immune system (skin test reactivity) and quality of life are obtained. The effects on lean body mass with aerobic exercise training have been less marked, but are clearly less costly than androgenic hormone administration in this population. Aerobic exercise training can be recommended with confidence in HIV+ patients.