Background <p>Pain affects up to 85% of people living with common neurodegenerative diseases, yet evidence on the analgesic effects of exercise remains limited. This systematic review and meta-analysis examined whether exercise reduces pain in people with multiple sclerosis (MS), stroke, Parkinson’s disease (PD), and Alzheimer’s disease (AD).</p> Methods <p>A systematic search was conducted across six databases (PubMed, Embase, Cochrane Library, PEDro, CINAHL, and SPORTDiscus) from November 2024 up to November 2025 to identify randomized controlled trials examining the effects of exercise (across different modalities) on pain (across different outcomes) in MS, stroke, PD, or AD. Qualitative and quantitative analyses were performed. Quality was assessed using TESTEX.</p> Results <p>A total of 39 studies were identified, of which 36 were included in the meta-analyses. The overall meta-analysis showed that exercise substantially reduced pain in people with neurodegenerative diseases compared with control conditions (− 0.83 [− 1.10; − 0.57], standardized mean difference [95% CI]). Large comparable effects were observed in MS (22 studies; − 0.63 [− 0.89; − 0.38]) and stroke (12 studies; − 1.07 [− 1.63; − 0.52]). Only one eligible study was found for PD and AD, respectively, highlighting a critical gap in the literature.</p> Conclusions <p>This review provides strong evidence that exercise alleviates pain in people with MS and stroke and emphasizes its potential as a non-pharmacological analgesic strategy for managing pain in neurodegenerative diseases. More high-quality studies are needed, particularly in PD and AD.</p> Trial Registry <p>PROSPERO (CRD42024583498).</p>