Neuropathic pain is a disease of the somatosensory system that is characterized by tingling, burning, and/or shooting pain. Medication is often the primary treatment, but it can be costly, thus there is an interest in understanding alternative low-cost treatments such as exercise. The following review includes an overview of the preclinical and clinical literature examining the influence of exercise on neuropathic pain. Preclinical studies support the hypothesis that exercise reduces hyperalgesia and allodynia in animal models of neuropathic pain. In human research, observational studies suggest that those who are more physically active have lower risk of developing neuropathic pain compared to those who are less active. Exercise studies suggest aerobic exercise training (e.g., 16 weeks); a combination of aerobic and resistance exercise training (e.g., 10–12 weeks); or high-intensity interval training (e.g., 15 weeks) reduces aspects of neuropathic pain such as worst pain over the past month, pain over the past 24 h, pain scores, or pain interference. However, not all measures of pain improve following exercise training (e.g., current pain, heat pain threshold). Potential mechanisms and future directions are also discussed to aid in the goal of understanding the role of exercise in the management of neuropathic pain. Future research using standardized methods to further understanding of the dose of exercise needed to manage neuropathic pain is warranted.