Introduction: This review aims to determine whether active adults who begin statins and develop myalgia reduce or stop activity to become less symptomatic. If this occurs, strategies to mitigate symptoms are explored. Should these strategies fail, the question of whether exercise is an adequate alternative to statin therapy is addressed.Methods: PubMed, Google Scholar, and the Cochrane Database were searched with keywords designed to retrieve information on statin myopathy in exercising adults.Results: Statins are well tolerated by most people who exercise; however, caution is warranted in those who exercise at high levels, in the elderly, and in those receiving high-dose therapy. Several strategies improve statin tolerance while maintaining exercise levels, based on low-quality evidence.