Sports activities are hindered by the lack of clean air in large and industrialized cities, and the countless benefits of exercise are not considered. With the search of the literature, 89094 articles related to air pollution that have been published in SID, PubMed, and Web of Science until December 2021 were found. Ultimately, 80 articles were extracted after selecting the articles and narrowing the search to exercise inflammation and lung tissue. After removing out-of-date articles (not published between 2000 and 2021) and those without full text, 65 articles were included in the review. Based on the review, exposure to air pollution is associated with increased inflammation and decreased cellular immune function, which is characterized by the activation of toll-like receptors and downstream signaling pathways. Regular exercise improves the inflammatory status in different pulmonary diseases. People who exercise in polluted environments are at increased risk of respiratory and cardiovascular diseases due to the elevated amount of pollutants delivered to the lungs. However, studies did not take into account the potential anti-inflammatory effects of exercise training, which could inhibit the pro-inflammatory events induced by air pollution. It seems that regular exercise modifies pulmonary inflammatory responses and body mass and in part decreases the risk of pulmonary diseases.