Cardiovascular disease is the leading cause of morbidity and mortality in women, and its development results from both traditional risk factors and female-specific determinants that emerge across the life course. This narrative review explores the role of physical activity in reducing risk associated with five major sex-specific cardiovascular determinants: hormonal contraception, polycystic ovary syndrome, endometriosis, pregnancy complications and menopause. This review synthesized up-to-date studies exploring the associations between these conditions and cardiovascular risk in women, as well as research assessing whether physical activity may help to reduce this risk through various mechanisms. Hormonal contraception, polycystic ovary syndrome, endometriosis, pregnancy complications and menopause are each associated with distinct or overlapping pathophysiological pathways that involve metabolic dysfunction, systemic inflammation, endothelial impairment, adverse vascular remodelling or prothrombotic alterations. Together, these mechanisms contribute to an elevated lifetime risk of cardiovascular disease in women. Physical activity appears to improve many of these underlying processes, although the level of evidence, the magnitude and the specificity of these benefits vary by condition. Physical activity is a central and highly relevant approach to preventing cardiovascular disease in women exposed to sex-specific risk factors. Although current evidence is encouraging, further research is needed to clarify mechanistic pathways, strengthen causal inference and refine exercise prescriptions adapted to each condition. Individualized risk assessment and the integration of physical activity into long-term preventive and clinical management strategies are essential to reduce the cardiovascular burden in women.