This review provides the reader with the up‐to‐date evidence‐based basis for prescribing exercise as medicine in the treatment of 26 different diseases: psychiatric diseases (depression, anxiety, stress, schizophrenia); neurological diseases (dementia, Parkinson's disease, multiple sclerosis); metabolic diseases (obesity, hyperlipidemia, metabolic syndrome, polycystic ovarian syndrome, type 2 diabetes, type 1 diabetes); cardiovascular diseases (hypertension, coronary heart disease, heart failure, cerebral apoplexy, and claudication intermittent); pulmonary diseases (chronic obstructive pulmonary disease, asthma, cystic fibrosis); musculo‐skeletal disorders (osteoarthritis, osteoporosis, back pain, rheumatoid arthritis); and cancer. The effect of exercise therapy on disease pathogenesis and symptoms are given and the possible mechanisms of action are discussed. We have interpreted the scientific literature and for each disease, we provide the reader with our best advice regarding the optimal type and dose for prescription of exercise.