Natural killer (NK) cells are a critical component of the innate immune system and one of the immune cells most sensitive to exercise. So far, it is widely believed that moderate exercise can significantly enhance the proliferation and activity of NK cells, strengthening immune function. However, the impact of exercise on NK cells is a dynamic and complex process. In addition to the type of exercise, the frequency, intensity, and duration of exercise are also key factors. This article not only briefly summarizes the activation mechanisms of NK cells but also delves into the potential importance of exercise as a non-pharmacological strategy in modulating NK cell activity and enhancing the immune system. Emerging studies have indicated that the timing and regularity of exercise bouts might also influence NK cell responses. Moreover, the interaction between exercise and other components of the immune system, such as cytokines and chemokines, could further modulate the functionality of NK cells. The above research is of crucial significance for achieving a deeper understanding of the intricate connection between exercise and NK cell function, as well as the development of effective health promotion strategies. In addition, further research is needed to investigate the effects of long-term exercise on NK cell function and the interaction between exercise and NK cell-mediated immune responses. Translating these research findings into precisely tailored exercise programs for specific populations, taking into account factors like age, health status, and genetic predisposition, could potentially offer unprecedented prospects for further advancements in this burgeoning field of study.