Viral respiratory infections are the world's leading infectious disease. In 2020, a new disease called Severe Acute Respiratory Syndrome Corona virus2 (SARS-CoV-2), a disease known as COVID-19, has become a global pandemic. The immune response to the virus depends on factors such as genetics, age, and physical condition. Exercise acts as a modulator of the immune system. This has an effect on the lower incidence, symptom intensity, and mortality of viral infections observed in people who exercise regularly, and its correct execution should be considered to avoid damage. Physical activity strengthens the immune system, suggesting a benefit in the response to viral communicable diseases. Thus, regular practice of adequate intensity is suggested as an auxiliary tool in strengthening and preparing the immune system for COVID-19. However, the literature recommends that more studies are needed to associate physical exercise with SARS-CoV-2 infection.