Epigenetics is the study of gene expression changes that occur in the absence of altered genotype. Current evidence indicates a role for environmentally induced alterations to epigenetic modifications leading to health and diseases changes across multiple generations. This phenomenon is called intergenerational or transgenerational epigenetic inheritance of health or disease. Environmental insults, in the form of toxins, plastics and particular dietary interventions, perturb the epigenetic landscape and influence the health of F1 through to F4 generations in rodents. There is, however, the possibility that healthy lifestyles and environmental factors, such as exercise training, could lead to favourable, heritable epigenetic modifications that augment transcriptional programs protective of disease, including metabolic dysfunction, heart disease and cancer. The health benefits conferred by regular physical exercise training are unquestionable, yet many of the molecular changes may have heritable health implications for future generations. Similar to other environmental factors, exercise modulates the epigenome of somatic cells and researchers are beginning to study exercise epigenetics in germ cells. The germ cell epigenetic modifications affected by exercise offer a molecular mechanism for the inheritance of health and disease risk. The aims of this review are to: 1) provide an update on the expanding field of exercise epigenetics; 2) offer an overview of data on intergenerational/transgenerational epigenetic inheritance of disease by environmental insults; 3) to discuss the potential of exercise‐induced intergenerational inheritance of health and disease risk; and finally, outline potential mechanisms and avenues for future work on epigenetic inheritance through exercise. This article is protected by copyright. All rights reserved.