From the third decade of life and due to multiple causes, muscle mass and strength are gradually lost, which affects the function of the musculoskeletal system. This combined loss of muscle mass and strength with aging is called sarcopenia, and is associated with greater morbidity and mortality in the elderly. Early treatment is therefore essential, and physical exercise is the therapeutic approach that has given the best results. This literature review intended to analyze the effect of physical exercise, excluding the role that other treatments proposed, including the nutritional approach, could play in the treatment of sarcopenia, refers to 12 articles. In studies including high intensity strength exercises in isolation, either alone or combined with aerobic exercise, improvements were seen in muscle mass, muscle strength, and functional test times. There is also a significant increase in fat-free mass in individuals who exercised more frequently (more than two sessions per week). Current evidence shows that strength-resistance training and its combination in multimodal programs with aerobic exercise show significantly beneficial effects on anthropometric and muscle function parameters. Programs of prescribed exercises including strength exercises adequate to the characteristics should therefore be adapted to the characteristics of each individual and replace the usual practice of prescribing aerobic exercises (walking) only.