Physical activity and exercise training (ET) enhance overall cardiorespiratory fitness (ie, fitness), thus producing many benefits in the primary and secondary prevention of cardiovascular diseases. Substantial evidence also indicates that acute and chronic inflammation is involved in the development and progression of atherosclerosis and major cardiovascular events. The most commonly utilized marker of inflammation is C-reactive protein (CRP). In this review, we discuss the importance of inflammation, especially CRP, as a cardiovascular risk marker by reviewing an abundant cross-sectional and clinical intervention literature providing evidence that physical activity, enhanced fitness, and ET are inversely associated with CRP and that being overweight or obese is directly related with inflammation/CRP. Although we discuss the controversy regarding whether or not ET reduces CRP independent of weight loss, clearly physical activity, improved fitness, and ET are associated with reductions in inflammation and overall cardiovascular risk in both primary and secondary prevention.