The study, published in the journal Circulation, found people who exercised regularly had lower levels of the blood markers C-reactive protein and interleukin-6.
Mark Hamer of the University College London, analyzed 10 years of data on almost 4,300 people.
"Those people that were consistently active across the 10 years demonstrated lower levels of inflammatory markers," Hamer said in a statement.
Hamer said consistent moderate-to-vigorous activity -- enough to leave a person slightly sweaty -- was enough physical activity to make a difference.
Benedict Cumberbatch's dramatic reading of R. Kelly lyrics is just what you need
Kate Middleton recycles dress at movie premiere