This narrative review explores the role of physical exercise in managing chronic musculoskeletal pain. It highlights that physical inactivity and sedentary behavior are linked to chronic musculoskeletal pain and can worsen it. Physical exercise is effective, cost-effective, and safe for managing musculoskeletal pain, as it does not produce the adverse effects of pharmacological treatments or invasive procedures. Exercise not only has analgesic effects but also improves sleep quality, daily activities, quality of life, physical function, and emotional well-being. Programs combining various exercise modalities (aerobic, strengthening, flexibility, and balance) are more effective and better adapted to clinical conditions. For chronic pain, the most beneficial programs are those performed at light-to-moderate intensity, 2-3 times per week for at least 4 weeks. Exercise should be tailored to individual patient needs based on clinical guidelines and WHO recommendations. Adherence to exercise is crucial, and patients should be empowered to facilitate lifestyle changes. Strong evidence supports the analgesic effects of exercise in conditions such as osteoarthritis, chronic low back pain, rheumatoid arthritis, and fibromyalgia. The review also discusses the physiological mechanisms of exercise-mediated analgesia, including the role of the endogenous opioid and endocannabinoid systems, serotonergic pathways, and the N-methyl D-aspartate receptor. The study emphasizes the importance of individualized exercise prescriptions, considering type, intensity, frequency, duration, and timing. Exercise programs should be personalized to minimize adherence issues and maximize long-term benefits. The review concludes that physical exercise is an effective, safe, and cost-effective treatment for chronic musculoskeletal pain, with strong evidence supporting its analgesic effects in various pathologies. However, the study acknowledges the need for more research to better define exercise protocols and their mechanisms of action.This narrative review explores the role of physical exercise in managing chronic musculoskeletal pain. It highlights that physical inactivity and sedentary behavior are linked to chronic musculoskeletal pain and can worsen it. Physical exercise is effective, cost-effective, and safe for managing musculoskeletal pain, as it does not produce the adverse effects of pharmacological treatments or invasive procedures. Exercise not only has analgesic effects but also improves sleep quality, daily activities, quality of life, physical function, and emotional well-being. Programs combining various exercise modalities (aerobic, strengthening, flexibility, and balance) are more effective and better adapted to clinical conditions. For chronic pain, the most beneficial programs are those performed at light-to-moderate intensity, 2-3 times per week for at least 4 weeks. Exercise should be tailored to individual patient needs based on clinical guidelines and WHO recommendations. Adherence to exercise is crucial, and patients should be empowered to facilitate lifestyle changes. Strong evidence supports the analgesic effects of exercise in conditions such as osteoarthritis, chronic low back pain, rheumatoid arthritis, and fibromyalgia. The review also discusses the physiological mechanisms of exercise-mediated analgesia, including the role of the endogenous opioid and endocannabinoid systems, serotonergic pathways, and the N-methyl D-aspartate receptor. The study emphasizes the importance of individualized exercise prescriptions, considering type, intensity, frequency, duration, and timing. Exercise programs should be personalized to minimize adherence issues and maximize long-term benefits. The review concludes that physical exercise is an effective, safe, and cost-effective treatment for chronic musculoskeletal pain, with strong evidence supporting its analgesic effects in various pathologies. However, the study acknowledges the need for more research to better define exercise protocols and their mechanisms of action.