It is well known that adults suffering from chronic kidney disease (CKD) experience muscle wasting and excessive fatigue, which results in a reduced exercise capacity and muscle weakness compared to their healthy counterparts, but research suggests that this can be improved through exercise. There is very limited data available regarding exercise tolerance in children with CKD and even less on the effects of exercise training programs. However, the available evidence does suggest that like adults, children also suffer from poor exercise capacity and reduced muscle strength, although the reasons for these limitations remain unclear. Studies that have attempted to implement exercise training programs in pediatric CKD populations have experienced high dropout rates, suggesting that the approach used to implement such programs in children needs to be different from the approach used for adults. This review summarizes the current knowledge regarding exercise capacity and muscle strength in children with CKD, the methods used to perform these assessments, and the possible causes of physical limitations. The results of exercise training studies, and the potential reasons as to why training programs have proved relatively unsuccessful are also discussed.