System (S; S') for adjusting the weight of a dumbbell, that can be used by a user for carrying out a gymnastic exercise, comprising: a supporting frame; at least one dumbbell (2; 3), housed on said supporting frame, provided with a handgrip (21; 31), having an axial development along an axis, capable of rotating around said axis and provided with a first end (211; 311) and a second end (212; 312), a first plurality of weights (P1; P3), arranged on said supporting frame, wherein each weight can be locked individually at said first end (211; 311) by means of first locking means (214; 314), when said handgrip (21; 31) rotates towards a locking position, and can be unlocked from said first end (211; 311), when said handgrip (21; 31) rotates towards an unlocking position, a second plurality of weights (P2; P4), arranged on said supporting frame, wherein each weight can be locked individually at said second end (212; 312) by means of second locking means (215; 315), when said handgrip (21; 31) rotates towards a locking position, and can be unlocked from said second end (212; 312), when said handgrip (21; 31) rotates towards an unlocking position, said system being characterized in that it comprises at least one actuating device (4- 4'; 5 - 5'), arranged on said supporting frame, configured for causing the rotation of said handgrip (21; 31) around said axis, from said locking position towards said unlocking position and vice versa, so as to select the weight to be locked to or to be unlocked from said handgrip (21; 31) for carrying out the gymnastic exercise. a supporting frame; at least one dumbbell (2; 3), housed on said supporting frame, provided with a handgrip (21; 31), having an axial development along an axis, capable of rotating around said axis and provided with a first end (211; 311) and a second end (212; 312), a first plurality of weights (P1; P3), arranged on said supporting frame, wherein each weight can be locked individually at said first end (211; 311) by means of first locking means (214; 314), when said handgrip (21; 31) rotates towards a locking position, and can be unlocked from said first end (211; 311), when said handgrip (21; 31) rotates towards an unlocking position, a second plurality of weights (P2; P4), arranged on said supporting frame, wherein each weight can be locked individually at said second end (212; 312) by means of second locking means (215; 315), when said handgrip (21; 31) rotates towards a locking position, and can be unlocked from said second end (212; 312), when said handgrip (21; 31) rotates towards an unlocking position, a handgrip (21; 31), having an axial development along an axis, capable of rotating around said axis and provided with a first end (211; 311) and a second end (212; 312), a first plurality of weights (P1; P3), arranged on said supporting frame, wherein each weight can be locked individually at said first end (211; 311) by means of first locking means (214; 314), when said handgrip (21; 31) rotates towards a locking position, and can be unlocked from said first end (211; 311), when said handgrip (21; 31) rotates towards an unlocking position, a second plurality of weights (P2; P4), arranged on said supporting frame, wherein each weight can be locked individually at said second end (212; 312) by means of second locking means (215; 315), when said handgrip (21; 31) rotates towards a locking position, and can be unlocked from said second end (212; 312), when said handgrip (21; 31) rotates towards an unlocking position, said system being characterized in that