Social distancing has been adopted worldwide to control severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) transmission. Social isolation is likely to lead to a decline in physical activity, which could result in immune system dysfunction, thereby increasing infection susceptibility and exacerbating the pathophysiology of conditions that are common among older adults, including cardiovascular disease, cancer, and inflammatory disorders. Older adults and people living with these comorbidities are at a greater risk for complications during coronavirus disease 2019 (COVID-19). In this review, we discuss the negative impact of physical inactivity on immune function and showcase evidence that regular physical activity may be an effective strategy to counter some of the deleterious effects of social isolation. Furthermore, we briefly highlight key research questions in exercise immunology, with a focus on older adults in the context of COVID-19. Although it is worth emphasizing that there is no direct evidence that physical activity can prevent or treat COVID-19, promoting an active lifestyle is a key intervention to counteract the effects of social isolation, especially in older adults and other at-risk individuals, such as those living with chronic diseases associated with ageing and lifestyle.