Many ocular diseases (such as glaucoma, diabetic retinopathy, age-related macular degeneration, and traumatic eye injuries) can result in the degeneration of retinal cells and the subsequent loss of vision. Some kinds of treatments, such as drugs, stem cell transplantation and surgery are reported to be effective in certain patients. However, no confirmatively effective, convenient and low-price intervention has been available so far. Physical exercise has been reported to exert neuroprotective effects on several neurodegenerative diseases, including Parkinson's disease and Alzheimer's disease. Studies investigating the potential impacts of exercise on retinal diseases are rapidly emerging. Here we review these up-to-date findings from both human and animal studies, and discuss the possible mechanisms underlying exercise-elicited protection on retina.