On 11 March 2020, World Health Organization has made the assessment that COVID-19 can be characterized as a pandemic. COVID-19 is a usually self-limited infection but it can be present a severe and fatal disease in patients with comorbitidies and the elderly. The characteristics of the virus and general health condition of the host determine disease progression. Scientists have been investigating on the pathophysiology of this disease, diagnostic tools, effective treatment protocols, and the development a vaccine. Preventive strategies are as important as the treatment modalities. This review focuses on the pathophysiological mechanisms of COVID-19, in addition to the roles of exercise in the immunomodulatory mechanisms, host defense systems, and also prevention and treatment of COVID-19. Exercise exerts many important effects such as immunomodulation, augmented defense system on the immune system via mainly muscle derived myokines and increased cardiorespiratory endurance. CO-VID-19 pandemic once again demonstrated the importance of prophylactic approaches such as healthy life, maintaining and strengthening of health, and immune system modulation. This pandemic may start a period in which humanity prioritizes healthy living principles, functional foods, maintaining health and welfare approaches, and increased effort to develop and maintain them.