The global rise in obesity and cardiovascular disease is not showing any sign of slowing down, and effective health interventions may provide an important part of the solution. Whilst comprehensive evidence about the health benefits of the Mediterranean Diet (MD) continues to emerge for obesity, diabetes and cardiovascular disease, the combined MD benefits with physical activity and exercise benefits remain under-investigated. Recent evidence suggests a cardio metabolic risk improvement through combining aerobic exercise with MD, though the problems related to dropout, remain critical. Many interventions conducted in populations at high Cardiovascular disease (CVD) risk such as older patients, postmenopausal women, obese patients and those with metabolic syndrome have shown promising effects when combining exercise training strategies with MD, particularly in improving vascular endothelial function, markers of inflammation, glucose control and cardiorespiratory capacity. However, it is still unknown whether the specific benefits are attributable to exercise alone or to MD alone. Various physical activity and exercise training protocols including moderate aerobic, high-intensity interval training and strength training have shown effectiveness in reversing the cardiovascular risk in a variety of high-risk populations. Nonetheless, combining the exercise-dependent health effects with MD requires further investigation, particularly in considering the independent or joint changes in the CVD risk-biomarkers associated with either exercise training, MD compliance, or joint effectiveness on endothelial vascular function disease pro-inflammatory and anti-inflammatory biomarkers, and the identification of the most appropriate exercise training protocols in terms of mode, duration and intensity in high-risk populations.