This paper aimed to review the effect of physical activity and exercise in frail older persons. As the process which leads to frailty and disability can be slowed down or even completely reversed, it can be appropriate for early interventions. A literature search was conducted in the following databases: PubMed, Cochrane, Embase, Cinahl and UpToDate. The criterion in selecting the literature was that articles were published from 2002 to 2017. From 620,043 initial hits, 25 publications were selected. Physical activity and exercise in frail elderly are effective and relatively safe and may reverse frailty. Different exercise interventions in frail elderly persons can increase strength and power, improve balance and reduce fall incidence resulting in greater quality of life. From this perspective, physical exercise interventions should become daily routine in frail elderly persons.