Postpartum depression is a common type of depression, denoting a major depressive episode manifesting within 4 weeks following delivery. Postpartum depression significantly impairs the maternal psychological, physical, and social functioning. The diagnosis and treatment of this condition are challenging due to various factors, emphasizing the importance of prevention strategies. Among the preventive approaches, exercise has received considerable attention, albeit with an ongoing exploration of its prevention mechanism. The present review aims to provide an overview of the role of exercise in mitigating postpartum depression, and to summarize the potential biological mechanisms underlying the preventive effect of exercise on this disease.