Experimental research has produced evidence in recent years underlying the beneficial effects that exercise can have in preventing and deceleration of the development of Parkinson disease. These beneficial effects are exerted through various mechanisms such as neuroprotection, neurotransmission, plasticity, neurogenesis, homeostasis, and neurotrophic factors. Studies on clinical application at an early stage are still scarce, although some results are encouraging. There are still many questions to determine the most suitable type of exercise (forced/voluntary), the time of its implementation, the duration, and the combination of strategies. Nonconventional therapies can play an important role in addition to exercise, and are so numerous that they could be adapted to the circumstances of patients, although there is no evidence to date that they could have a neuroprotective effect.