Sedentarism is the pandemic of modern times. It is associated with several medical conditions including obesity, type 2 diabetes mellitus, cardiovascular diseases and also liver disease, particularly metabolic dysfunction associated fatty liver disease (MAFLD). In an era when MAFLD is the most prevalent chronic liver disease worldwide, whilst no pharmacological therapy has been approved for it, exercise has proved to be effective in improving liver steatosis. Interestingly, exercise decreases liver fat even in the absence of weight loss. The challenge for the clinician is to motivate the obese patient with MAFLD, and associated co-morbidities, who has crystallized a sedentary behavior, at times when every need is at the distance of a click on the Internet, and the entire world can be visited behind a screen. In this review, the aggregate evidence on the mechanisms and effects of exercise in the management of MAFLD is summarized, with simple recommendations for everyday clinical practice.