Bone is a tissue that is active throughout the lifespan, and its physiological activities, such as growth, development, absorption, and formation, are always ongoing. All types of stimulation that occur in sports play an important role in regulating the physiological activities of bone. Here, we track the latest research progress locally and abroad, summarize the recent, relevant research results, and systematically summarize the effects of different types of exercise on bone mass, bone strength and bone metabolism. We found that different types of exercise have different effects on bone health due to their unique technical characteristics. Oxidative stress is an important mechanism mediating the exercise regulation of bone homeostasis. Excessive high-intensity exercise does not benefit bone health but induces a high level of oxidative stress in the body, which has a negative impact on bone tissue. Regular moderate exercise can improve the body's antioxidant defense ability, inhibit an excessive oxidative stress response, promote the positive balance of bone metabolism, delay age-related bone loss and deterioration of bone microstructures and have a prevention and treatment effect on osteoporosis caused by many factors. Based on the above findings, we provide evidence for the role of exercise in the prevention and treatment of bone diseases. This study provides a systematic basis for clinicians and professionals to reasonably formulate exercise prescriptions and provides exercise guidance for patients and the general public. This study also provides a reference for follow-up research.