Since lung cancer is among the cancers with the highest incidence and has the highest mortality rate of cancer worldwide, the means of reducing its impact are urgently needed. Emerging evidence shows that physical activity plays an etiological role in lung cancer risk reduction. The majority of studies support the fact that total and recreational physical activity reduces lung cancer risk by 20-30% for women and 20-50% for men, and there is evidence of a dose-response effect. The biological mechanisms operating between physical activity and lung cancer are likely complex and influenced by many factors including inherited or acquired susceptibility genes, gender, smoking, and other environmental factors. Several plausible biological factors and mechanisms have been hypothesized linking physical activity to reduced lung cancer risk including: improved pulmonary function, reduced concentrations of carcinogenic agents in the lungs, enhanced immune function, reduced inflammation, enhanced DNA repair capacity, changes in growth factor levels and possible gene-physical activity interactions. Future research should target the possible subgroup effects and the biologic mechanisms that may be involved.