This study aimed to understand the biological process related to the prevention of cardiovascular & metabolic diseases (CMD), including diabetes, hypertension, and dyslipidemia via regular exercise. This study included 17,053 subjects aged 40-69 years in the Health Examinees Study from 2004 to 2012. Participation in regular exercise was investigated by questionnaires. Data on 42 biomarkers were collected from anthropometric measures and laboratory tests. We examined the associations between regular exercise and biomarkers using general linear models, between biomarkers and the risk of CMD using cox proportional hazard models, and the mediation effect of biomarkers using mediation analyses. Biomarker networks were constructed based on the significant differential correlations (p < 0.05) between the exercise and non-exercise groups in men and women, respectively. We observed significant mediators in 14 and 16 of the biomarkers in men and women, respectively. Triglyceride level was a noteworthy mediator in decreasing the risk of CMD with exercise, explaining 23.79% in men and 58.20% in women. The biomarker network showed comprehensive relationships and associations among exercise, biomarkers, and CMD. Body composition-related biomarkers were likely to play major roles in men, while obesity-related biomarkers seemed to be key factors in women.