Abstract Background The reported prevalence rate of depressive symptoms in hemodialysis patients is 40%. Although appropriate management of these symptoms is important, they remain under-recognized and under-treated in hemodialysis patients. Here, we systematically reviewed relevant randomized controlled trials (RCTs) investigating the effects of supervised exercise training on depressive symptoms in hemodialysis patients. Methods MEDLINE, Embase, the Cochrane Central Register of Controlled Trials, the Cochrane Database of Systematic Reviews, CINAHL, Web of Science, PsycINFO, and PEDro databases were searched from the start until June 2016 for RCTs published in English evaluating the effects of supervised exercise training in hemodialysis patients. The main outcome measures were depressive symptoms. Results From a total of 10,923 screened references, five trials were included in the analysis. Exercise training was shown to significantly improve depressive symptoms in comparison with controls (standardized mean difference, SMD = − 1.19; P