The coronavirus disease 2019 (COVID-19) pandemic caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) has unmasked mankind’s vulnerability to biological threats. Although higher age is a major risk factor for disease severity in COVID-19, several predisposing risk factors for mortality are related to low cardiorespiratory and metabolic fitness, including obesity, cardiovascular disease, diabetes, and hypertension. Reaching physical activity (PA) guideline goals contribute to protect against numerous immune and inflammatory disorders, in addition to multi-morbidities and mortality. Elevated levels of cardiorespiratory fitness, being non-obese, and regular PA improves immunological function, mitigating sustained low-grade systemic inflammation and age-related deterioration of the immune system, or immunosenescence. Regular PA and being non-obese also improve the antibody response to vaccination. In this review, we highlight potential physiological, cellular, and molecular mechanisms that are affected by regular PA, increase the host antiviral defense, and may determine the course and outcome of COVID-19. Not only are the immune system and regular PA in relation to COVID-19 discussed, but also the cardiovascular, respiratory, renal, and hormonal systems, as well as skeletal muscle, epigenetics, and mitochondrial function. © 2021 by the authors.