The central nervous system (CNS) is protected by specialized barriers, including the blood–brain barrier (BBB), the blood–cerebrospinal fluid barrier, and the meningeal barriers, which collectively regulate molecular exchange and maintain neural homeostasis. Increasing evidence demonstrates that these barriers are not static structures but dynamically respond to systemic physiological stimuli like physical activity (PA), a voluntary behavior that elicits systemic physiological adaptations. This review summarizes current knowledge on the structural and functional organization of the CNS barriers, key biomarkers of their integrity, and the mechanisms through which PA modulates barrier function and properties. Available data consistently indicate that regular PA enhances BBB stability by upregulating tight junction proteins, reducing oxidative stress, suppressing pro-inflammatory signaling, improving endothelial function, and modulating the kynurenine pathway. PA-induced adaptations also appear to strengthen barrier resilience under both physiological conditions and in pathological states, such as ischemic stroke, traumatic brain injury, neurodegenerative diseases, and stress-related psychiatric disorders. Collectively, the evidence supports the concept that PA can act as a non-pharmacological strategy promoting CNS barrier integrity and neurovascular health. However, further mechanistic and longitudinal studies are required to clarify dose–response relationships, PA modality-specific effects, and translational implications for clinical populations, while also integrating the coordinated roles of multiple CNS barriers and addressing potential sex-specific differences in these responses.