Previous studies have confirmed ambient fine particulate matter (PM2.5) as a major environmental risk factor for cardiovascular diseases (CVDs), yet the specific molecular pathways remain poorly understood. Furthermore, while physical activity benefits cardiovascular health, its protective effects against PM2.5-induced damage need further explored. We aimed to investigate the relationship between long-term PM2.5 exposure, physical activity, and cardiovascular health, and explore the potential molecular mechanisms. This research combined epidemiological and experimental approaches. The epidemiological study analyzed data from the China Health and Retirement Longitudinal Study (CHARLS) to investigate the associations among long-term PM2.5 exposure, physical activity, and CVDs. For the experimental study, C57BL/6 male mice were assigned to either regular physical activity or sedentary behavior, and were exposed to PM2.5 or filtered air (FA) for 2, 4, and 6 months. We observed that long-term PM2.5 exposure significantly increased cardiovascular disease risk, while physical activity exhibited protective effects and can partially mitigate the adverse impacts of PM2.5 on heart disease and dyslipidemia. In animal study, mice with long-term exposure to PM2.5 demonstrated elevated blood pressure, disrupted adipokine levels, altered lipid profiles, and mitochondrial damage. Regular physical activity partially mitigated these adverse effects. Lipidomics and proteomics analyses revealed that PM2.5 exposure disrupted lipid metabolism networks and protein regulatory pathways, while regular physical activity mitigated these perturbations through the modulation of lipid metabolism, the coagulation cascade, and immune responses. These findings underscore the importance of regular physical activity in public health strategies, while prioritizing PM2.5 reduction measures for cardiovascular disease prevention.