Atrial fibrillation (AF) is the most common sustained arrhythmia in clinical practice, and it is an enormous burden worldwide because of its high morbidity, disability and mortality. It is generally acknowledged that physical activity (PA) is strongly associated with a significant reduction in the risk of cardiovascular (CV) disease and all-cause mortality. Moreover, it has been observed that moderate and regular physical activity has the potential to reduce the risk of AF, in addition to improving overall well-being. Nevertheless, some studies have associated intense physical activity with an increased risk of AF. This paper aims to review the main related literature to investigate the association between PA and AF incidence and draw pathophysiological and epidemiological conclusions.