Background/Objectives: Physical exercise can have significant consequences for the gastrointestinal tract, which is why there have been studies into its influence on the treatment of conditions such as colorectal cancer, inflammatory bowel diseases (IBD), and irritable bowel syndrome (IBS), being that there is epidemiological evidence that exercise has a protective effect against colon cancer. This review aims to demonstrate the mechanisms of action of physical exercise in the gastrointestinal tract, as well as the benefits of exercise in diseases associated with the digestive system, in addition to gathering training recommendations in treating different gastrointestinal diseases. Results: Physical exercise modulates gastrointestinal motility, permeability, immune responses, and microbiota composition, with both beneficial and adverse effects depending on intensity and duration. Regular moderate exercise is associated with improved quality of life in IBD and IBS, reduced colorectal cancer risk, and potential symptom relief in constipation. However, high-intensity exercise may exacerbate gastroesophageal reflux symptoms and increase the risk of gastrointestinal bleeding. While aerobic exercise has been extensively studied, the effects of resistance training on gastrointestinal health remain underexplored. Conclusions: New methodologies and techniques, such as molecular biology and the study of gastric receptors, have led to advances in understanding the gastrointestinal changes associated with physical exercise. These advances cover different exercise intensities and are being investigated in both experimental models and clinical studies.