Coronavirus disease-19 (COVID-19) is a disease mainly characterized by respiratory symptoms caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection. Research evidence has indicated that regular exercise plays an important role in preventing COVID-19, enhancing therapeutic effectiveness, and avoiding adverse prognosis. This article reviews the effects and mechanisms of exercise before, during and after the prevention and treatment of COVID-19. Exercise plays its role through regulating the ACE2/Ang(1-7)/Mas axis, enhancing immunity and cardiopulmonary function, inhibiting inflammatory factors and oxidative stress, regulating intestinal flora homeostasis, and improving psychological well-being. Additionally, we summarize the exercise prescriptions for different stages of COVID-19 prevention and treatment. By comprehensively summarizing the role of exercise in the prevention and treatment of COVID-19, we also aim to provide references for the prevention and treatment of similar respiratory infectious diseases in the post-pandemic era.