Even though nociceptive pathology has often long subsided, the brain of patients with chronic musculoskeletal pain has typically acquired a protective (movement-related) pain memory. Exercise therapy for patients with chronic musculoskeletal pain is often hampered by such pain memories. Here the authors explain how musculoskeletal therapists can alter pain memories in patients with chronic musculoskeletal pain, by integrating pain neuroscience education with exercise interventions. The latter includes applying graded exposure in vivo principles during exercise therapy, for targeting the brain circuitries orchestrated by the amygdala (the memory of fear centre in the brain). Before initiating exercise therapy, a preparatory phase of intensive pain neuroscience education is required. Next, exercise therapy can address movement-related pain memories by applying the 'exposure without danger' principle. By addressing patients' perceptions about exercises, therapists should try to decrease the anticipated danger (threat level) of the exercises by challenging the nature of, and reasoning behind their fears, assuring the safety of the exercises, and increasing confidence in a successful accomplishment of the exercise. This way, exercise therapy accounts for the current understanding of pain neuroscience, including the mechanisms of central sensitization.