Exercise increasingly is prescribed to treat many chronic pain, disorders including osteoarthritis, rheumatoid arthritis, systemic inflammatory rheumatic disease, connective tissue disease, post-herpetic neuralgia, peripheral neuropathy, chronic neck pain, fibromyalgia and chronic low back pain. These disorders are frequently associated with poor physical function, mobility limitation, depression, anxiety and sleep disturbance, and are treated alone or in combination by pharmacologic and nonpharmacologic approaches, such as exercise(aerobic and resistance exercise, flexibility and balance exercise). Chronic low-grade inflammation is a key underlying mechanism in patients with chronic pain, and previous studies have shown that exercise can modulate the inflammatory process. The possible mechanisms of exercise anti-inflammatory effects include reduction in visceral fat mass, reduction in the circulating numbers of pro-inflammatory monocytes and an increase in the circulating numbers of regulatory T cells. The current studies provide evidence the exercise is more appropiate in the first-line treatment of chronic pain.