Hemodialysis patients perform little physical activity. We formulated a hypothesis that some factors, i.e., frailty, medical and functional factors, psychological factors, quality of life, awareness of recommendations, and sociodemographic factors influence the decisions of taking up physical activity. This prospective study comprised 72 dialysis patients aged 57.8 ± 16.0 ( x ¯ ± SD; in the range of 19–87 years of age). The following research tools were used: an interview about awareness of the physical activity recommendations, the Canadian Study of Health and Aging Scale (CSHA-CFS), scales for the assessment of functional status, State-Trait Anxiety Inventory (STAI), Acceptance of Illness Scale (AIS), and the questionnaire of Kidney Disease Quality of Life (KDQOL-SF 1.3). The majority of patients diagnosed with frailty did not follow the physical activity recommendations (79.3%). Quality of life was better in active patients compared to inactive patients, especially in the domains of sleep and physical performance. The severity of trait anxiety was significantly higher in patients who did not follow the recommendations compared to patients who adhered to physical activity recommendations (46.0 ± 10.5 vs. 40.0 ± 8.2; p = 0.021 ). The likelihood of adherence decreased by 1% after each subsequent month of dialysis (odds ratio = 0.99; 95% confidence interval = 0.972–0.999; p = 0.047 ). Adherence was most limited by frailty. Adherence to recommendations on physical activity was affected by: motivation, lower levels of trait anxiety, and better quality of life. Age modified the effect of awareness and acceptance of the disease on adherence to physical activity recommendations.