Sedentary behavior constitutes a pandemic health threat contributing to the pathophysiology of obesity and type 2 diabetes (T2D). Sedentarism is further associated with liver disease and particularly with nonalcoholic/metabolic dysfunction associated fatty liver disease (NAFLD/MAFLD). Insulin resistance (IR) represents an early pathophysiologic key element of NAFLD/MAFLD, prediabetes and T2D. Current treatment guidelines recommend regular physical activity. There is evidence, that physical exercise has impact on a variety of molecular pathways, such as AMP-activated protein kinase and insulin signaling as well as glucose transporter 4 translocation, modulating insulin action, cellular substrate flow and in particular ectopic lipid and glycogen storage in a positive manner. Therefore, physical exercise can lead to substantial clinical benefit in persons with diabetes and/or NAFLD/MAFLD. However, experience from long term observational studies shows that the patients' motivation to exercise regularly appears to be a major limitation. Strategies to integrate everyday physical activity (i.e., nonexercise activity thermogenesis) in lifestyle treatment schedules might be a promising approach. This review aggregates evidence on the impact of regular physical activity on selected molecular mechanisms as well as clinical outcomes of patients suffering from IR and NAFLD/MAFLD.