Background: Rehabilitation effects of exercise training on adults with chronic kidney disease (CKD) have been generally recognised; however, the effects of exercise training on proteinuria have been underexplored. Our aim was to explore the effects of exercise training on proteinuria in adult CKD patients without renal replacement therapy. Methods: Randomised controlled trials (RCTs) and quasi-experimental studies examining the effects of exercise training on proteinuria in adults CKD patients without renal replacement therapy were searched in 10 electronic databases (MEDLINE, Embase, CINAHL, Cochrane Central Register of Controlled Trials, Allied and Complementary Medicine Database, SPORTDiscus with full text, Web of Science, China Wan Fang Database, China National Knowledge Internet, China Science and Technology Journal Database) until June 2019. The quality of quasiexperimental studies was assessed using the Joanna Briggs Institute Checklist for non-randomised experimental studies. The Cochrane risk of bias tool was used to evaluate the RCT quality. Results: We analysed 11 studies (623 participants). The 24-h urinary protein (24 h UP) level significantly decreased after exercise training in the within-group analysis (standard mean difference [SMD], 0.48; 95% confidence interval [CI], 0.08 to 0.88). There was a slight decrease in 24 h UP levels in the between-group analysis (SMD, 0.91; 95% CI, 0.00 to 1.82); however, the subgroup analysis showed that the change was insignificant (RCT: SMD, 0.24; 95% CI, − 0.44 to 0.92; quasi-experimental studies: SMD, 2.50; 95% CI, − 1.22 to 6.23). Exercise resulted in no significant differences in the urinary albumin-to-creatinine ratio in the between-group analysis (SMD, 0.06; 95% CI, − 0.54 to 0.67), but a significant decrease was found in the within-group analysis (SMD, 0.21; 95% CI, 0.04 to 0.38). No evidence of a decreased urinary protein-to-creatinine ratio was found after exercise (between-group analysis: SMD, 0.08 and 95% CI, − 0.33 to 0.48; within-group analysis: SMD, 0.04; 95% CI, − 0.25 to 0.32). Conclusion: Exercise training does not aggravate proteinuria in adult CKD patients without renal replacement therapy. Further research is warranted in the future to determine the effectiveness of exercise training on proteinuria and to explore the mechanisms by which exercise training influences proteinuria.