Epidemiologic studies have provided strong evidence of the beneficial effects of physical activity in patients with coronary heart disease; however, the mechanisms for the cardioprotective effect of physical activity are not fully understood. The more favorable changes in coronary risk profiles of physically active individuals and the favorable changes observed on several of the established coronary risk factors in exercise intervention studies must play a partial role in that protection. In more recent years, inflammatory and thrombotic factors have been implicated in the development and progression of atherosclerosis. Physical activity has been associated with lower levels of several inflammatory markers; however, the effect of physical activity on coagulation markers remains controversial. The authors summarize the studies on the effect of physical activity on several inflammatory and thrombotic variables. The importance of physical activity in the prevention of cardiovascular disease through modification of the inflammatory and thrombogenic processes is also addressed.