Despite decades of research, there are few published guidelines related to the safety and efficacy of exercise training in hemodialysis patients. This has led to disparate recommendations regarding the type, intensity, and timing for exercise, especially for patients with multiple comorbidities. Many common recommendations are not supported by research data, so their justification is uncertain. These recommendations include exercising in the first hour of dialysis; not exercising if hypertensive, cramping, or volume overloaded; avoiding heavy weights on vascular access limb; clinicians managing an exercise program; intradialytic exercise or interdialytic exercise is better; and strength training during dialysis is impractical. The purpose of this review is to describe the evidence that supports or refutes these beliefs. In summary, these beliefs or myths have generally led to an overly conservative approach to exercise that serves as a barrier to increasing physical activity levels in an overly sedentary population that could benefit from moving more.