Abstract: At present, the COVID-19 epidemic defined by the World Health Organization as a "pandemic" has caused more than 6 million deaths, and people with obesity, underlying diseases or low immunity are particularly susceptible to COVID-19, with high morbidity and fatality rates. Obesity and physical inactivity, by interacting each other, are causal factors and also the high-risk factors for COVID-19 infection. As an excellent immune assist, physical exercise can effectively combat obesity, type 2 diabetes and cardiovascular diseases; at the same time, it plays an active role in the prevention of infectious diseases and rehabilitation after illness. Based on the high susceptibility of obesity to COVID-19 and the status quo of physical inactivity in the world, the positive effect and underlying mechanism of different forms of exercise in improving the body's immune levels are revealed. It is proposed that healthy people, on the precondition of their good self-protection, should choose the form of physical activity and maintain 150-300 minutes of moderate-to-high-intensity exercise per week or 75-150 minutes of high intensity exercise per week to prevent obesity, improve immunity, and reduce the risk of infection, thereby improving the overall health level of the body during the COVID-19 pandemic.