: Regular physical activity is a cornerstone in the prevention and treatment of atherosclerotic cardiovascular disease (CVD) due to its positive effects in reducing several cardiovascular risk factors. Current guidelines on CVD suggest for healthy adults to perform at least 150 min/week of moderate intensity or 75 min/week of vigorous intensity aerobic physical activity. The current review explores the effects of physical activity on some risk factors, specifically: diabetes, dyslipidemia, hypertension and hyperuricemia. Physical activity induces an improvement in insulin sensitivity and in glucose control independently of weight loss, which may further contribute to ameliorate both diabetes-associated defects. The benefits of adherence to physical activity have recently proven to extend beyond surrogate markers of metabolic syndrome and diabetes by reducing hard endpoints such as mortality. In recent years, obesity has greatly increased in all countries. Weight losses in these patients have been associated with improvements in many cardiometabolic risk factors. Strategies against obesity included caloric restriction, however greater results have been obtained with association of diet and physical activity. Similarly, the beneficial effect of training on blood pressure via its action on sympathetic activity and on other factors such as improvement of endothelial function and reduction of oxidative stress can have played a role in preventing hypertension development in active subjects. The main international guidelines on prevention of CVD suggest to encourage and to increase physical activity to improve lipid pattern, hypertension and others cardiovascular risk factor. An active action is required to the National Society of Cardiology together with the Italian Society of Sports Cardiology to improve the prescription of organized physical activity in patients with CVD and/or cardiovascular risk factors.