Highlights•Chronic pain (CP) is pain that is experienced for longer than three months.•Exercise interventions longer than 12 weeks improve brain function and pain perception in individuals suffering from CP.•The cortico-limbic, default mode, and dorsolateral prefrontal cortex appear to be critical brain regions.•Changes in brain function may be responsible for improvements in the subjective experience of CP post-exercise intervention.•Exercise may represent a cost-effective therapy for managing CP via its positive influence on brain function.