Objective To investigate the effects of intradialytic exercise on frailty, cognitive function and micro-inflammation in maintenance hemodialysis (MHD) patients with cognitive frailty. Methods A total of 43 MHD patients with cognitive frailty were randomly divided into an intervention group (21 cases) and a control group (22 cases). The control group received routine intradialytic care, while the intervention group additionally received intradialytic exercise intervention. The differences in the Frailty Phenotype (FP) score, Mini-Mental State Examination (MMSE) score, Clinical Dementia Rating (CDR) score, and C-reactive protein level were compared between the two groups after intervention. Results There were respectively 21 cases completing the study in the 2 groups. After the intervention, the FP scores, CDR scores, and C-reactive protein level in the intervention group were significantly lower than those in the control group, and the MMSE scores were significantly higher than those in the control group (all P<0.05). Conclusion Intradialytic exercise helps to relieve frailty, improve cognitive function, and reduce micro-inflammatory status in MHD patients with cognitive frailty.