Physical inactivity is a determinant of clinical disorders and psychological problems in patients with chronic kidney disease. In two satellite clinics, a program of physical activity (PA) was offered to 86 patients undergoing hemodialysis. Of those, 49 patients entered the PA program spontaneously and 37 remained inactive. After six months, a satisfaction self-reported questionnaire and the Modified Mini-Mental State (3MS) Examination for assessment of cognitive function were applied. Cognition was compared between inactive patients and those participating in the PA program for at least three months. Regardless of age and duration of dialysis, patients showed a cognitive deficit greater than expected. In the general group, better cognitive function was observed in active patients as compared to the inactive ones (p < 0.05). When separated by age groups, active patients over the age of 60 years had better results than the inactive ones (p < 0.05). We concluded that patients with better cognitive responses are more physically active and/ or physical activity contributes to better cognitive function.