Patients with chronic kidney disease show poorer functional and cardiorespiratory capacity than healthy individuals, and these impairments result in sedentarism. The aim of this study was to conduct a systematic review and meta-analysis of randomized clinical trials on the effects of different intradialytic exercise protocols on cardiopulmonary capacity in chronic kidney disease patients. The primary outcome was peak oxygen consumption (VO2peak) and the secondary outcomes were exercise duration and ventilation in the cardiopulmonary test. The quality of the evidence was evaluated using the GRADE guidelines. Seven studies with a total of 124 participants met the inclusion criteria. Compared to the non-exercise group, the exercise group improved in mean VO2peak (MD 4.06 [IC 0.81; 7.31]). In a separate analysis according to exercise modality, aerobic exercise plus strength training performed better than aerobic exercise alone (MD 5.28 [IC 3.90; 6.66]). In the exercise group, both exercise tolerance values (MD 3.10 [IC 1.70; 4.51]) and ventilation values in the cardiopulmonary test were better than those of the control group (MD 13.10 [IC 7.12; 19.09]). Thus, intradialytic exercise protocols can improve cardiopulmonary function, exercise tolerance and ventilatory efficiency in chronic kidney disease patients.