Cardiovascular diseases remain the leading cause of death in the Western world despite advances in therapeutics and interventions. The prescription of physical activity is a key component of cardiac rehabilitation following myocardial infarction. This review aims to outline the impact of physical activity in particular patient cohorts with coronary artery disease. The current understanding of the mechanisms involved in atherosclerosis, plaque rupture and thrombosis, and how these can be modified by physical activity, are also discussed. There is the potential for future research to investigate the clinical and mechanistic effects of different exercise types, intensities, duration, and frequencies in patients hospitalized for coronary artery disease.