Breast cancer is the most common cancer in women. An extensive part of this health problem can be prevented by an active lifestyle. Physical activity can reduce the risk of breast cancer, reduce the rate of recurrence, and increase the survival rate of patients with breast cancer. The aim of this review was to summarize our current knowledge regarding the effects of physical activity on breast cancer risk, recurrence, and survival. Furthermore, we investigated 5 possible underlying mechanisms through which physical activity has an influence on breast cancer (ie, a reduction of sex hormones, metabolic hormones, adipokines and oxidative stress, and an improvement of the immune function). In this review, we give a complete overview of this subject.