Cardiovascular diseases (CVDs) are a major cause of mortality worldwide, which are mainly driven by factors such as aging, sedentary lifestyle, and excess alcohol use. Exercise targets several molecules and protects hearts against many of these physiological and pathological stimuli. Accordingly, it is widely recognized as an effective therapeutic strategy for CVD. To investigate the molecular mechanism of exercise in cardiac protection, we identify and describe several crucial targets identified from exercised hearts. These targets include insulin-like growth factor 1 (IGF1)-phosphatidylinositol 3 phosphate kinase (PI3K)/protein kinase B (AKT), transcription factor CCAAT/enhancer-binding protein β (C/EBPβ), cardiac microRNAs (miRNAs, miR-222 and miR-17-3p etc.), exosomal-miRNAs (miR-342, miR-29, etc.), Sirtuin 1 (SIRT1), and nuclear factor erythroid 2‑related factor/metallothioneins (Nrf2/Mts). Targets identified from exercised hearts can alleviate injury via multiple avenues, including: (1) promoting cardiomyocyte proliferation; (2) facilitating cardiomyocyte growth and physiologic hypertrophy; (3) elevating the anti-apoptotic capacity of cardiomyocytes; (4) improving vascular endothelial function; (5) inhibiting pathological remodeling and fibrosis; (6) promoting extracellular vesicles (EVs) production and exosomal-molecules transfer. Exercise is one treatment ('stone'), which is cardioprotective via multiple avenues ('birds'), and is considered 'killing multiple birds with one stone' in this review. Further, we discuss the potential application of EV cargos in CVD treatment. We provide an outline of targets identified from the exercised heart and their mechanisms, as well as novel ideas for CVD treatment, which may provide novel direction for preclinical trials in cardiac rehabilitation.