Exercise, as an effective non-drug intervention, plays an important role in preventing and alleviating several diseases. Endoplasmic reticulum (ER) stress is caused by an excessive accumulation of unfolded or misfolded proteins in the ER and also serves as the body’s internal self-protection mechanism. ER stress occurrence can be detected in the cells in many diseases such as cancer, diabetes, obesity, osteoporosis, neurodegenerative diseases, and metabolic diseases. In recent years, exercise has been suggested to change the molecular mechanisms related to various diseases by regulating ER stress. With increasing attention on women's health, some common diseases have also become research hotspots, such as breast, ovarian, cervical, endometrial cancer, polycystic ovary syndrome (PCOS) and endometriosis prevention and treatment; and other diseases. This manuscript reviews the relationship between exercise and ER stress and its role in common female endocrine system-related diseases.