Proprioceptive or kinesthetic exercise methods and apparatus are described. In one embodiment, a proprioceptive treadmill is described that comprises a foot-contact running surface that rotates about a pair of spaced pulleys, the running surface comprising at least one protuberance protruding upwards from the running surface. Proprioceptive exercise surfaces, exercise bicycles, steppers, ski machines, rowing machines and elliptic exercise machines are also described.