Patients with non-dialysis chronic kidney disease (CKD) are at greater risk of early mortality and decreased physical function with an advance in the stage of CKD. However, the effect of exercise in these patients is unclear. This meta-analysis aimed to determine the effects of physical exercise training on the risk of mortality, kidney and physical functions, and adverse events in patients with non-dialysis CKD. The meta-analysis conformed to the Preferred Reporting Items for Systematic Reviews and Meta-Analysis (PRISMA) statement and the Cochrane Handbook recommendations. On 16 August 2019, the PubMed, CINAHL, Cochrane Library databases, and Embase were electronically searched, with no restrictions for date/time, language, document type, or publication status, for eligible randomized controlled trials (RCTs) investigating the effects of exercise on mortality and kidney and physical function in patients with non-dialysis CKD. Eighteen trials (28 records), including 848 patients, were analyzed. The effects of exercise on all-cause mortality and estimated glomerular filtration rate were not significantly different from that of usual care. Exercise training improved peak/maximum oxygen consumption compared to usual care. Regular exercise improves physical and walking capacity for patients with non-dialysis CKD. Effect on leg muscle strength was unclear.