During the last decade, epigenetics became one of the fastest growing research fields in numerous clinical and basic science disciplines. Evidence suggests that chromatin modifications (e.g., histone modifications and DNA methylation) as well as the expression of micro-RNA molecules play a crucial role in the pathogenesis of several cardiovascular diseases. On the one hand, they are involved in the development of general risk factors like chronic inflammation, but on the other hand, epigenetic modifications are conducive to smooth muscle cell, cardiomyocyte, and endothelial progenitor cell proliferation/differentiation as well as to extracellular matrix processing and endothelial function (e.g., endothelial nitric oxide synthase regulation). Therefore, epigenetic medical drugs have gained increased attention and provided the first promising results in the context of cardiovascular malignancies. Beside other lifestyle factors, physical activity and sports essentially contribute to cardiovascular health and regeneration. In this review we focus on recent research proposing physical activity as a potent epigenetic regulator that has the potential to counteract pathophysiological alterations in almost all the aforementioned cardiovascular cells and tissues. As with epigenetic medical drugs, more knowledge about the molecular mechanisms and dose–response relationships of exercise is needed to optimize the outcome of preventive and rehabilitative exercise programs and recommendations.