Background: In recent years, physical exercise has been investigated for its potential as a therapeutic tool in patients with end-stage renal disease (ESRD) undergoing hemodialysis maintenance treatment (HD). It has been shown that regular practice of moderate-intensity exercise can improve certain aspects of immune function and exert anti-inflammatory effects, having been associated with low levels of pro-inflammatory cytokines and high levels of anti-inflammatory cytokines. Purpose: The aim of this review is to examine the studies carried out in this population that analyzed the effect of intradialytic exercise on the inflammatory state and evaluate which exercise modality is most effective. Methods: The search was carried out in the MEDLINE, CINAHL Web of Science and Cochrane Central Register of Controlled Trials databases from inception to June 2022. The PEDro scale was used to assess methodological quality, and the Cochrane Risk of Bias Tool and MINORS were used to evaluate the risk of bias. The quality of evidence was assessed with GRADE scale. The outcome measures were systemic inflammation biomarkers. Results: Mixed results were found in terms of improving inflammation biomarkers, such as CRP, IL-6 or TNFα, after exercise. Aerobic exercise seems to improve systemic inflammation when performed at medium intensity while resistance training produced better outcomes when performed at high intensity. However, some studies reported no differences after exercise and these results should be taken with caution. Conclusions: The low quality of the evidence suggests that aerobic and resistance exercise during HD treatment improves systemic inflammation biomarkers in patients with ESRD. In any case, interventions that increase physical activity in patients with ESRD are of vital importance as sedentary behaviors are associated with mortality. More studies are needed to affirm solid conclusions and to make intervention parameters, such as modality, dose, intensity or duration, sufficiently clear.