In this review we summarize the research pertaining to the role of exercise in preventing cognitive decline in patients with end‐stage kidney disease (ESKD). Impairment in cognitive function, especially in executive function, is common in patients with ESKD, and may worsen with maintenance dialysis as a result of retention of uremic toxins, recurrent cerebral ischemia, and high burden of inactivity. Cognitive impairment may lead to long‐term adverse consequences, including dementia and death. Home‐based and intradialytic exercise training (ET) are among the nonpharmacologic interventions identified to preserve cognitive function in ESKD. Additionally, cognitive training (CT) is an effective approach recently identified in this population. While short‐term benefits of ET and CT on cognitive function were consistently observed in patients undergoing dialysis, more studies are needed to replicate these findings in diverse populations including kidney transplant recipients with long‐term follow‐up to better understand the health and quality of life consequences of these promising interventions. ET as well as CT are feasible interventions that may preserve or even improve cognitive function for patients with ESKD. Whether these interventions translate to improvements in quality of life and long‐term health outcomes, including dementia prevention and better survival, are yet to be determined.