A lack of physical activity is linked to the development of many chronic diseases through a chronic low-grade inflammation state. It is now well accepted that the immune system plays a central role in the development of several chronic diseases, including insulin resistance, type 2 diabetes, atherosclerosis, heart failure and certain types of cancer. Exercise elicits a strong anti-inflammatory response independently of weight loss and can be a useful non-pharmacologic strategy to counteract the low-grade inflammation. The CD4+CD25+CD127- FoxP3+ Regulatory T (Treg) cells are a unique subset of helper T-cells, which regulate immune response and establish self-tolerance through the secretion of immunoregulatory cytokines, such as IL-10 and TGF-β, and the suppression of the function and activity of many immune effector cells (including monocytes/macrophages, dendritic cells, CD4+ and CD8+ T cells, and Natural Killers). The metabolic phenotype of Tregs are regulated by the transcription factor Foxp3, providing flexibility in fuel choice, but a preference for higher fatty acid oxidation. In this review, we focus on the mechanisms by which exercise - both acute and chronic - exerts its antiinflammatory effects through Treg cells mobilization. Furthermore, we discuss the implications of immunometabolic changes during exercise for the modulation of Treg phenotype and its immunosuppressive function. This narrative review focuses on the current knowledge regarding the role of Treg cells in the context of acute and chronic exercise using data from observational and experimental studies. Emerging evidence suggests that the immunomodulatory effects of exercise are mediated by the ability of exercise to adjust and improve Tregs number and function.