Despite strong scientific evidence supporting the benefits of regular exercise for the prevention and management of cardiovascular disease (CVD), physical inactivity is highly prevalent worldwide. In addition to merely changing well-known risk factors for systemic CVD, regular exercise can also improve cardiovascular health through non-traditional mechanisms. Understanding the pathways through which exercise influences different physiological systems is important and might yield new therapeutic strategies to target pathophysiological mechanisms in CVD. This Review includes a critical discussion of how regular exercise can have antiatherogenic effects in the vasculature, improve autonomic balance (thereby reducing the risk of malignant arrhythmias), and induce cardioprotection against ischaemia–reperfusion injury, independent of effects on traditional CVD risk factors. This Review also describes how exercise promotes a healthy anti-inflammatory milieu (largely through the release of muscle-derived myokines), stimulates myocardial regeneration, and ameliorates age-related loss of muscle mass and strength, a frequently overlooked non-traditional CVD risk factor. Finally, we discuss how the benefits of exercise might also occur via promotion of a healthy gut microbiota. We argue, therefore, that a holistic view of all body systems is necessary and useful when analysing the role of exercise in cardiovascular health.