Variation in voluntary exercise behavior is an important determinant of long-term human health. Increased physical activity is used as a preventative measure or therapeutic intervention for disease, and a sedentary lifestyle has generally been viewed as unhealthy. Predisposition to engage in voluntary activity is heritable and induces protective metabolic changes, but its complex genetic/genomic architecture has only recently begun to emerge. We first present a brief historical perspective and summary of the known benefits of voluntary exercise. Second, we describe human and mouse model studies using genomic and transcriptomic approaches to reveal the genetic architecture of exercise. Third, we discuss the merging of genomic information and physiological observations, revealing systems and networks that lead to a more complete mechanistic understanding of how exercise protects against disease pathogenesis. Finally, we explore potential regulation of physical activity through epigenetic mechanisms, including those that persist across multiple generations.