Any form of physical activity, including exercise, has various benefits at the physiological (improving cardiac and respiratory functions, increasing skeletal muscle mass, and maintaining homeostasis) and psychological levels (improving cognitive function, reducing anxiety and depression) which help to combat any type of infection. In contrast, the infectivity ratio could reduce the physical activity of an individual, such as performing a habitual exercise. Adaptation to different exercise strategies including intensity and duration may better increase physical performance and improve the symptoms. For example, low to moderate intensity perhaps fails to induce this adaptive process, while high-intensity of exercise compromises immune health. This can aggravate the infection rate (Open window theory). However, high intensity with a shorter time produces various morphological alterations in the primary organs including the lungs and heart, which facilitate life support in COVID-19 patients. However, less information about exercise protocols failed to assure the benefits of exercise to COVID-19 patients, particularly post-COVID-19 conditions. Therefore, this review will answer how exercise intensity is crucial to reassure the exercise benefits for promoting safe participation before infection and post-COVID-19 conditions.