The coronavirus disease 2019 (COVID-19) caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) has been rapidly transmitted globally since December 2019. As COVID-19 was caused by a novel coronavirus, people only counted on their innate immune system in the early COVID-19 pandemic. However, given that the defense against viral infection depends upon a competent adaptive response, understanding adaptive immunity in SARS-CoV-2 immune responses is critical. This review paper discussed the effect of physical activity on COVID-19 and plausible underlying mechanisms. Therefore, promoting regular physical activity has the potential to mitigate the impact of the pandemic at a personal and societal level. Also, it is important for policymakers to make public health policies concentrating on measures for encouraging physical activities to enhance an individual's immune system during the pandemic.