Human immunodeficiency virus (HIV) has infected > 60 million people since its discovery and 30 million people have died since the pandemic began. Antiretroviral therapy has transformed HIV infection from an acute to a chronic disease, increasing life expectancy but also adding to the potential side effects associated with drug therapy and the comorbidity accompanying longevity. Exercise can play a valuable role in the management of HIV/AIDS patients by addressing various symptoms and improving their quality of life, but the optimum mode, intensity, frequency, and duration of exercise that take the different clinical stages of the disease into consideration are inadequately known. Searches of Medline, Embase, Science Citation Index, CINAHL database, HealthSTAR, PsycINFO, Cochrane Central Register of Controlled Trials (CENTRAL), Cochrane Database of Systematic Reviews, Physiotherapy Evidence Database (PEDro), and SPORTDiscus were conducted between 2000 and January 2014. Searches of published and unpublished abstracts were conducted, as well as a hand search of reference lists and tables of contents of relevant journals and books. Identified studies were reviewed for methodological quality. A total of 33 studies met the inclusion criteria. Most studies failed to indicate the optimum type (mode), intensity, frequency, and duration of aerobic and progressive resistive exercise prescribed to HIV-infected individuals in relation to the different clinical stages of the disease. The purpose of this review is to provide evidence-based recommendations after revision of exercise guidelines for HIV patients, by highlighting practical guidelines that clinical exercise therapists should consider when prescribing exercise for patients in different stages of the disease.