Osteoporosis has been increasingly diagnosed in women and men worldwide. Although the sexual steroids are important in the genesis of human osteoporosis, it is believed that the lack of physical activity constitutes a risk factor. Physical activity acts on the bone by direct effect via mechanical force, or indirect effect through hormonal factors. However, the mechanism through which physical activity improves the bone mass is not completely known. Sports practice has been increasingly recommended for prevention and even treatment of osteoporosis based on the results that have demonstrated the beneficial effects of physical activity on the bone tissue. The goal of this review is to describe the effects of physical activity in the normal bone tissue and on the osteoporosis prevention and treatment.