Regular exercise offers protection against all cause mortality and there is evidence from randomised intervention studies that physical training is effective as a treatment in patients with chronic heart diseases, type 2 diabetes and symptoms related to the metabolic syndrome. Chronic diseases such as cardiovascular disease, type 2 diabetes and cancer are associated with chronic low-grade systemic inflammation. It has been demonstrated that regular exercise induces anti-inflammatory effects with elevated levels of anti-inflammatory cytokines and suppression of TNF-alpha production. Thereby, exercise offers protection against TNF-alpha-induced insulin resistance. Otherwise, the exercise-induced production and release of IL-6 from myofibers may contribute to abrogate an atherogenic lipid profile, which is often associated with chronic diseases. This review focuses on the anti-inflammatory effects of exercise and how this may contribute to mediate the beneficial health effects of exercise training in patients with chronic diseases associated with chronic low-grade inflammation.