Can you exercise with thickening of the uterus?

No reason not to: I'm not sure what you mean by "thickening". I assume your doc said the lining of your uterus (endometrium) is thicker than expected for 35. That causes excess vaginal bleeding & over time increases risk of uterine cancer. Since the most common cause of endometrial thickening is excess body weight, exercise can decrease the problem. Please do any follow up testing your md advises .. & exercise away.