The positive role of physical activity on the risk of breast cancer is a reality, supported by many epidemiologic case-control and cohort studies as well as biological mechanisms. Analysis of literature tends to show a benefit on breast cancer, in primary prevention as well as in tertiary prevention, with a moderate physical activity of three hours, or more, per week. This benefit is real for all women (even with overweight, family history or nulliparity), whatever the type of physical activity, but it has to be regular during all the life. The benefit is linked to the degree of total energy expense per week. Physical activity has a direct action mainly on three levels, the metabolism of sexual steroids, the sensitivity to insulin, and the immunizing pathways and an indirect action through the fatty mass, which is an hormonal reserve. Promoting a regular physical activity among women, with guidelines and explanations remains a necessity in public health care.