COVID-19 disease has been a problem in today’s society, which has worldwide effects on different areas, especially on the economy; also, from a health perspective, the disease affects the daily life quality. Physical activity is one major positive factor with regard to enhancing life quality, as it can improve the whole psychological, social, and physical health conditions. Current measures such as social distancing are focused on preventing the viral spread. However, the consequences on other areas are yet to be investigated. Elderly, people with chronic diseases, obese, and others benefit largely from exercise from the perspective of improved health, and preventive measures can drastically improve daily living. In this article, we elaborate the effects of exercise on the immune system and the possible strategies that can be implemented toward greater preventive potential.