This is a protocol for a Cochrane Review (Intervention). The objectives are as follows:

Overarching objective

To improve our understanding of the complex inter‐relationship between pain, psychosocial effects, physical function and exercise.

Specific aims and objectives:

To systematically review the evidence on the impact of physical exercise on patients' pain, physical and psychosocial functioning including:

• identifying the most effective formats for delivering exercise advice;

• explaining why some exercise interventions may be more effective than others;

• recommending exercise formats and content by constructing a "toolbox" which describes the most effective exercise interventions for healthcare providers and patients to use.

These will be achieved by conducting:

1. a synthesis of quantitative data on the benefits and harm of exercise interventions for improving pain, physical and psychosocial functioning;

2. a synthesis of qualitative data on participant's experiences, opinions and preferences of physical exercise;

3. a cross‐studies synthesis of the quantitative and qualitative data to assess the extent to which existing evaluated interventions address the needs and concerns of people living with osteoarthritis