There are alarming increases in the incidence of obesity, insulin resistance, type II diabetes, and cardiovascular disease. The risk of these diseases is significantly reduced by appropriate lifestyle modifications such as increased physical activity. However, the exact mechanisms by which exercise influences the development and progression of cardiovascular disease are unclear. In this paper we review some important exercise-induced changes in cardiac, vascular, and blood tissues and discuss recent clinical trials related to the benefits of exercise. We also discuss the roles of boosting antioxidant levels, consequences of epicardial fat reduction, increases in expression of heat shock proteins and endoplasmic reticulum stress proteins, mitochondrial adaptation, and the role of sarcolemmal and mitochondrial potassium channels in the contributing to the cardioprotection offered by exercise. In terms of vascular benefits, the main effects discussed are changes in exercise-induced vascular remodeling and endothelial function. Exercise-induced fibrinolytic and rheological changes also underlie the hematological benefits of exercise.