Osteoarthritis (OA) is a degenerative disease of the articular cartilage, and it represents one of the most common causes of disability in the world. It leads to social, psychological and economic costs with financial consequences. Different OA treatments are usually considered in relation to the stage of the disease, such as surgical management, pharmacologic and non-pharmacologic treatments. In relation to mild OA, non-pharmacologic and behavioral treatments are recommended because they are less invasive and better tolerated by patients. All of these treatments used to manage OA are problematic, but solutions to these problems are on the horizon. For this reason, we decided to realize this report because until today, there has been very little information regarding the physical treatment of this important disease to help medical doctors and patients in the choice of the best adapted training to manage pain and disability limitations in patients with OA. The aim of this review is to find some answer in the management of OA through physical therapy treatment. In the present review, we analyze data from the most recent literature in relation to the effects of physical exercise on mild OA. All data suggest that training exercise is considered an effective instruments for the treatment of mild OA. The literature search was conducted on PubMed, using appropriate keywords in relation to exercise and osteoarthritis.