Different forms of physical activity—endurance, resistance or dynamic power—stimulate cytokine release from various tissues to the bloodstream. Receptors for exercise-induced cytokines are present in muscle tissue, adipose tissue, liver, brain, bones, cardiovascular system, immune system, pancreas, and skin. They have autocrine, paracrine and endocrine activities. Many of them regulate the myocyte growth and differentiation necessary for muscle hypertrophy and myogenesis. They also modify energy homeostasis, lipid, carbohydrate, and protein metabolism, regulate inflammation and exchange information (crosstalk) between remote organs. So far, interleukin 6 and irisin have been the best studied exercise-induced cytokines. However, many more can be grouped into myokines, hepatokines and adipomyokines. This review focuses on the less known exercise-induced cytokines such as myostatin, follistatin, decorin, brain-derived neurotrophic factor, fibroblast growth factor 21 and interleukin 15, and their relation to various forms of exercise, i.e., acute vs. chronic, regular training in healthy people.