An exercise machine (1)(101) has a work zone (20)(120) for performing physical exercise in accordance with a predetermined medical/sport program, a service zone (30)(130) adjacent to work zone (20)(120) and provided with a load group (31)(131), with the work zone (20)(120) and the service zone (30)(130) being located adjacent to each other and inscribable completely inside a minimum volume (V) of a predetermined height (H), width (L) and depth (W), and volume indicating means (40′)(140′) capable to render a visually discernible minimum training module (M) of predetermined dimensions which can be easily assembled and rapidly installed in a space of limited dimensions.