Non-alcoholic fatty liver disease (NAFLD) is the most common chronic liver disease, and the prevalence of non-alcoholic steatohepatitis (NASH) with fibrosis is increasing as the population with NAFLD ages. To date, lifestyle modifications including weight loss, increased physical activity, and dietary changes remain the treatment of choice for NAFLD because there are no approved effective pharmacologic agents. Increased physical activity has therapeutic effects on NAFLD by reducing hepatic fat independent of weight reduction. Indeed, even minimal physical activity below the recommended threshold may have a beneficial impact on NAFLD. Aerobic activity and resistance training have similar effects on NAFLD. Universal recommendations for the optimal intensity and dose of physical activity have not been established. Therefore, physical activity should be tailored based on a patient's clinical characteristics, comorbidities, and fitness capacity. Physical activity also prevents the development of NAFLD and may represent a valuable strategy for reducing the public health burden. However, there are insufficient data supporting the effects of physical activity on the progression of non-alcoholic fatty liver to NASH with advanced fibrosis, and on extrahepatic disease-related morbidity and mortality. In this paper, we review the role of physical activity in the management of NAFLD.