This narrative review explores the essential role of physical activity in managing long COVID, which is characterized by persistent symptoms such as fatigue, breathlessness, and cognitive impairments following SARS-CoV-2 infection. In this context, “physical activity” includes various exercises, such as aerobic and resistance training, as well as flexibility and balance exercises, thereby encompassing the subset known as “exercise”. The methodology involved a comprehensive literature search across PubMed, EBSCO (EDS), and Google Scholar, selecting peer-reviewed articles from December 2019 to June 2024 focusing on long COVID physical activity interventions. The review highlights that tailored exercise programs, adjusted to individual health status and abilities, significantly alleviate symptoms and enhance psychological well-being. Key findings emphasize the importance of personalized exercise prescriptions due to the variability in patient responses and the need for a multidisciplinary approach in developing and monitoring interventions. Despite promising outcomes, the review identifies research gaps, including the need for long-term studies, randomized controlled trials, and deeper mechanistic insights. It suggests that standardized reporting, templates like the Consensus on Exercise Reporting Template (CERT), and integrating digital health tools are essential for optimizing interventions. Overall, the review advocates including personalized physical activity or exercise programs in standard care for long COVID to improve patient outcomes and quality of life.