Physical inactivity is an important risk factor for many cardiovascular diseases, and regular physical activity can effectively improve cardiovascular function, the specific molecular mechanism of regular physical activity is not well understood. Epigenetics refers to biochemical changes that affect gene expression without relying on changes in DNA sequences. Its high variability in response to environmental and lifestyle interventions is its most predominant characteristic. Specific epigenetic features are strongly associated with healthy cardiovascular function. Recently, a growing body of research has been conducted on epigenetics as a bridge for physical exercise to improve cardiovascular function and reduce the incidence of cardiovascular disease. Physical activity alters numerous epigenetic markers in the cardiovascular system, including DNA methylation, histone modifications, noncoding RNAs, and RNA modifications. In addition, due to the heritability of epigenetics, studies have shown that parental participation in exercise can also reduce the probability of cardiovascular disease in offspring. This review mainly summarizes exercise-induced epigenetic changes associated with cardiovascular health.