Anorexia nervosa (AN) is often associated with physical hyperactivity. Recent studies have established links between anorexia and hyperactivity, suggesting the existence of commonalities in neural pathways. How physical activity should be managed during the clinical care of patients with anorexia remains controversial. This review first focuses on the implication of hyperactivity in the pathophysiology of AN. Hyperactivity during refeeding of patients with AN has been associated with increased energy needs to achieve weight gain, poorer clinical outcome, longer hospitalization, and increased psychiatric comorbidity. This typically leads to the prescription of bed rest. However, current knowledge suggests that preserving some kind of physical activity during refeeding of patients with AN should be safe and beneficial for the restoration of body composition, the preservation of bone mineral density, and the management of mood and anxiety. In the absence of standardized guidelines, it is suggested here that physical activity during refeeding of patients with AN should be personalized according to the physical and mental status of each patient. More research is needed to assess whether programmed physical activity may be a beneficial part of the treatment of AN.