A diet that is high in sugar and fat is a precursor to various chronic diseases, especially hyperlipidemia. Patients with hyperlipidemia have increased levels of plasma free fatty acids and an ectopic accumulation of lipids. The kidney is one of the main organs affected by this disease and, recently, there have been more studies conducted on renal injury caused by hyperlipidemia. The main pathological mechanism is closely related to renal lipotoxicity. However, in different kidney cells, the reaction mechanism varies due to the different affinities of the lipid receptors. At present, it is believed that in addition to lipotoxicity, hyperlipidemia induced-renal injury is also closely related to oxidative stress, endoplasmic reticulum stress, and inflammatory reactions, which are the result of multiple factors. Exercise plays an important role in the prevention of various chronic diseases and recently emerging researches indicated its positive effects to renal injury caused by hyperlipidemia. However, there are few studies summarizing the effects of exercise on this disease and the specific mechanisms need to be further explored. This article summarizes the mechanisms of hyperlipidemia induced-renal injury at the cellular level and discusses the ways in which exercise may regulate it. The results provide theoretical support and novel approaches for identifying the intervention target to treat hyperlipidemia induced-renal injury.