Aim: Considering that exercise programmes are related with a range of benefits for end-stage renal disease patients, we evaluated the association between haemodialysis (HD) patients’ involvement in intradialytic exercise training with the burden of their family caregivers. Methods: In this cross-sectional study, 60 caregivers of HD patients were recruited, 30 of them who cared for patients that regularly participated in an exercise programme during dialysis sessions and 30 caregivers who looked after patients undergoing usual HD treatment without intradialytic exercise. The caregivers were submitted to the Caregiver Burden Scale (CBS) and their quality of life (short-form-36 (SF-36)), anxiety and depression levels were assessed. Data were expressed as mean ± SD or median (interquartile range). Results: Multiple linear regression showed that the global CBS score was significantly associated with the exercise training after adjusting for age, educational level and anxiety level of caregivers, and dependency level of patients measured by the Lawton scale (coefficient of determination = 0.53; adjusted coefficient of determination = 0.48). Additionally, the caregivers of HD patients submitted to intradialytic exercise (42.0 ± 12.9 years, 33.3% male) compared to caregivers of patients undergoing usual treatment (50.7 ± 17.5 years, 26.7% male) exhibited less caregiver burden (global CBS score = 1.2 (0.2) vs 1.9 (0.7), P < 0.001), better quality of life (physical component score = 53.7 (9.6) vs 49.7 (16.2) and mental component score = 50.6 (17.5) vs 28.2 (32.5), P < 0.05) and lower anxiety (7.2 ± 4.2 vs 10.8 ± 4.1, P = 0.001) and depression levels (3.0 (3.3) vs 6.0 (5.3), P = 0.034), respectively. Conclusions: Intradialytic exercise training in HD patients was associated with lower burden of their family caregivers.