Sickle cell disease (SCD) is one of the most common inherited blood disorders worldwide. Clinical manifestations are variable, but include hyposplenism, renal impairment, cardiovascular disease, respiratory complications, and cerebrovascular disease. Frequent painful vaso-occlusive crises, hospitalisations, and other physical and psychological ramifications can have profound effects, including children missing school time resulting in impaired academic performance and adults missing work leading to employment loss. This review examines the possible risks and benefits of exercise in the SCD population. Regular exercise plays an important role in improving physical and mental health, but fears around the potential consequences of exercise for the SCD population are present in children, their families, schools, and other organisations. This can result in children not taking part in as much regular exercise as their peers and being excluded from group activities. Studies have suggested that healthcare professionals are often not discussing possible benefits of physical exercise with patients, likely as there are no guidelines regarding a safe level of activity. An acute increase in inflammation secondary to exercise could increase the risk of vaso-occlusive crises, but regular physical activity is known to play an important role in disrupting chronic inflammation across a wide range of pro-inflammatory diseases. Indeed, studies have demonstrated positive responses to exercise in the SCD population, from improvements in skeletal muscle microvasculature to performance in cardiovascular tests. It is important that recommendations are developed regarding types of exercise and the ideal amount of exercise for maximum benefit with minimum risk in SCD individuals.