Stroke is a leading cause of serious long-term physical disability due to insufficient neurorepair mechanisms. In general, physical activity is an important modifiable risk factor, particularly for stroke and cardiovascular diseases. Physical exercise has shown to be neuroprotective in both animal experiments and clinical settings. Exercise can be considered a mild stressor and follows the prototypical preconditioning stimulus. It has beneficial effects on brain health and cognitive function. Preconditioning exercise, which is prophylactic exercise prior to ischemia, can protect the brain from subsequent serious injury through promotion of angiogenesis, mediation of inflammatory responses, inhibition of glutamate over-activation, protection of the blood-brain barrier, and inhibition of apoptosis. Preconditioning exercise appears to induce brain ischemic tolerance and it has been shown to exert beneficial effects. It is clinically safe and feasible and represents an exciting new paradigm in endogenous neuroprotection for patients with acute stroke. In this review, we describe the neuroprotective potential of preconditioning exercise and clinical applications in patients with acute ischemic stroke.