Micro-RNAs (miRNAs) are responsible for important and evolutionary-conserved regulatory functions in several cellular processes such as apoptosis, signalling, differentiation and proliferation. There is a growing interest in understanding more clearly the mechanisms regulating activation and suppression of miRNAs expression in benefit of health prevention advancement. It is now acknowledged that physical activity represents one of the most effective preventive agents in chronic degenerative diseases. Indeed, a regular exercise exerts a great influence on several parameters and biological pathways, both at genomic and post-genomic levels. Recent works have highlighted the effects of structured physical activity on miRNAs modulation. Modulation of MiRNAs, regulated by exercise in human skeletal muscle, depends on type, duration and intensity of an exercise performed. The aim of this review is to provide a comprehensive overview of scientific evidence concerning the effects of physical activity on miRNAs and its relevance for chronic-degenerative diseases prevention.