Physical exercise is a low-cost, easy-to-implement therapeutic intervention. In recent years, it has been found that exercise has a protective effect on retinal diseases such as diabetic retinopathy, age-related macular degeneration and retinitis pigmentosa. The mechanism may be related to enhancing retinal defence against oxidative stress, reducing glutamate secretion and inhibiting retinal cell apoptosis through BDNF/TrkB pathway. This paper reviews the recent literature related to the protective effect of exercise on retina from animal experiments, clinical studies and mechanism investigation.