Autoimmune diseases are a kind of chronic diseases with unclear etiology, which has the characteristics of repetition and difficulty to cure completely. Aerobic exercise, as an effective intervention method for chronic diseases, has also received extensive attention in the field of the prevention and treatment of autoimmune diseases. In this paper, the effects of aerobic exercise on immune system and autoimmune diseases in recent years are reviewed, and the related mechanisms are discussed. It is pointed out that aerobic exercise can improve the homeostasis of immune environment by affecting the number and function of immune cells, inhibit the systemic inflammatory response of the body, and then delay the occurrence and development of autoimmune diseases.