Osteoarthritis (OA) of the knee is a common chronic disease leading to increased morbidity and reduced quality of life. Although exercise therapy has been shown to be beneficial for both pain and physical functioning, its underlying mechanism is not fully understood. However, a recent study found an exercise-induced increase in interleukin-10 levels, to which anti-inflammatory and chondroprotective properties are ascribed, in the (peri-)synovial fluid of patients with knee OA. These interesting results provide more insight into the effects of exercise in OA and need to be validated and confirmed. Hopefully, the study offers a promising basis for further research.