The frail elderly are usually extremely inactive. However, they should be encouraged to increase their physical activity as a means of improving their health status. Regular exercise can restore social contacts, improve cognition, mood state and perceived health, reduce cardiovascular risk, control both obesity and lean tissue loss, optimize functional ability, improve food intake and facilitate sleep. Potential risks include sudden cardiovascular death, musculo‐skeletal injury, and a poor adaptation to unfavorable environments. However, excessive pre‐exercise screening may be counterproductive. Prudent recommendations include gentle pre‐exercise stretching, a good warm‐up and warm‐down, and sufficient exercise to induce no more than pleasant tiredness the following day. The major challenge is to sustain motivation. Activity should be built in to the normal day, and gains presented in terms of the objectives of the individual patient. The frail elderly can benefit from frequent repetition of quite low intensity exercise. Persistence with a regular physical activity program can increase function by the equivalent of up to 20 years of aging. Exercise thus adds not only to longevity, but (more importantly) to the quality of the remaining years of life.