The following narrative review addresses the relationship between physical activity and exercise with cardiovascular health, focusing primarily on the following risk factors for atherosclerosis: hypertension, dyslipidemia, and vascular function. Cardiovascular diseases are intimately associated with mortality and morbidity, and current societal organization contributes to the incidence of cardiovascular events. A worldwide epidemiological transition to cardiovascular deaths was observed in the last century, with important decrements in physical activity and diet quality. An atherogenic environment started to be the new normal, with risk factors such as dyslipidemia, hypertension, and endothelial dysfunction observed in great portions of the population. Exercise is an important tool to improve overall health. For hypertension, a great amount of evidence now puts exercise as an effective therapeutic tool in the treatment of this condition. The effects of exercise in modifying blood lipid-lipoprotein are less clear. Despite the rationale remaining solid, methodological difficulties impair the interpretation of possible effects in these variables. Vascular function, as assessed by flow-mediated dilatation, is a good measure of overall vascular health and is consistently improved by exercise in many populations. However, in individuals with hypertension, the exercise literature still needs a further description of possible effects on vascular function variables. Physical activity and exercise are associated with improved cardiovascular health, especially with reduced blood pressure, and should be encouraged on the individual and population level. Evidence regarding its effects on blood lipids and flow-mediated dilatation still need solid landmark studies to guide clinical practice.