Despite being the second-most common neurodegenerative disease, the etiology of Parkinson’s disease (PD) remains uncertain with current knowledge suggestive of multiple risk factors. Furthermore, curative treatment does not yet exist, and treatment is primarily symptomatic in nature. For this reason, supportive therapies such as exercise are a crucial tool in PD management. It is useful to better understand how exercise affects the brain and body in the context of PD to guide clinical decision-making and determine the optimal exercise intensity and modality for PD patients. This review outlines the various mechanisms by which exercise can be beneficial as a therapeutic option in PD.