In patients with chronic kidney disease, sedentary behavior is widely recognized as a significant risk factor for cardiovascular disease, diabetes, obesity, osteoporosis, cancer, and depression. Nevertheless, the real impact of physical inactivity on the health of kidney transplant (KT) recipients remains uncertain. Over the last decade, there has been a renewed interest in exploring the effects of regular physical exercise on transplant-related outcomes. There is now mounting evidence that physical activity may reduce the burden of cardiovascular risk factors, preserve allograft function, minimize immunosuppression requirement, and ameliorate the quality of life of KT recipients. Many positive feedbacks can be detected in the early stages of the interventions and with a minimal exercise load. Despite these encouraging results, the perceived role of physical activity in the management of KT candidates and recipients is often underrated. The majority of trials on exercise training are small, relatively short, and focused on surrogate outcomes. While waiting for larger studies with longer follow-up, these statistical limitations should not discourage patients and doctors from initiating exercise and progressively increasing intensity and duration. This narrative review summarizes current knowledge about the deleterious effects of physical inactivity after KT. The benefits of regular physical exercise are also outlined.