Cigarette and electronic cigarette (e-cigarette) use continues to be a major global public health concern. The toxic substances found in these products adversely affect the respiratory, cardiovascular, and immune systems, while also increasing oxidative stress and inflammation, thereby contributing to the development of various chronic diseases. Recent research has highlighted the protective role of regular exercise and physical activity in mitigating the harmful effects of cigarette and e-cigarette exposure. Exercise enhances antioxidant defense mechanisms, exerts anti-inflammatory effects, and supports the maintenance of pulmonary function. Moreover, physical activity may reduce the incidence of respiratory infections, improve cardiovascular health, and enhance overall quality of life in individuals exposed to tobacco products. This review article discusses the physiological damage caused by cigarette and e-cigarette use and the potential protective effects of exercise, supported by a comprehensive review of the current literature.