Stroke represents a leading cause of morbidity and mortality especially among the elderly people, and therefore the need for effective preventive strategies is imperative. The value of physical activity for stroke prevention is not as well established as for other cardiovascular diseases. Despite some conflicting results, the majority of published studies have demonstrated a negative association between physical activity and stroke risk. In this article, we provide a concise overview of the epidemiological studies that investigate this association as well as a comprehensive analysis of the most relevant underlying pathophysiological mechanisms.