Temporomandibular disorders (TMD) are common chronic musculoskeletal pain conditions among orofacial pain. Painful TMD condition such as myalgia and arthralgia can be managed by exercise therapy. However, as it is hard to access actual effect of each modality that is included in an exercise therapy programme due to multiple choice of the management modality, their efficacy remains controversial. Therefore, this review focused on the effects of exercise therapy for the management of painful TMD. The aims of this review were to summarise the effects of exercise therapy for major symptoms of painful TMD and to establish a guideline for the management of painful TMD, resulting in higher quality and reliability of dental treatment. In this review, exercise modalities are clearly defined as follows: mobilisation exercise, muscle strengthening exercise (resistance training), coordination exercise and postural exercise. Furthermore, pain intensity and range of movements were focused as outcome parameters in this review. Mobilisation exercise including manual therapy, passive jaw mobilisation with oral appliances and voluntary jaw exercise appeared to be a promising option for painful TMD conditions such as myalgia and arthralgia. This review addressed not only the effects of exercise therapy on various clinical conditions of painful TMD shown in the past, but also an urgent need for consensus among dentists and clinicians in terms of the management of each condition, as well as terminology.