Mitochondria are considered as "the plant of power" with cells for a long time. However, recent researches suggest that mitochondria also take part in innate immune response to a great extent. Remarkably, mtDNA was reported to have immunnostimulatory potential in 2004. Since then, there has been rapid growth in understanding the role of mtDNA in innate immune. The mtDNA is released into cytosol, extracellular environment, or circulating blood through BAK/BAX pore, mPTP, and GSDMD pore upon mitochondrial damage, where it is recognized by PRRs including TLR9, cGAS, and NLRP3, thereby triggering innate immune response. On the other hand, regular exercise has been recognized as an effective intervention strategy for innate immune response. Some studies show that chronic moderate-intensity endurance exercise, resistance training, HIIT, and moderate-intensity acute exercise enhance mitochondrial function by promoting mtDNA transcription and replication, thus blunting the abnormal release of mtDNA and excessive innate immune response. On the contrary, high-intensity acute exercise elicits the opposite effect. Nevertheless, only a very small body of research by far has been performed to illustrate the impact of exercise on mtDNA-driven innate immune response, and an overall review is lacking. In light of these, we summarize the current knowledge on the mechanism mediating the release of mtDNA, the role of mtDNA in innate immune response and the influence of exercise on mtDNA leakage, hoping to pave the way to investigate new diagnostic and therapeutic approaches for immunopathies.