Background: There is a direct link between a variety of addictions and mood states to which exercise could be relieving. Sugar addiction has been recently counted as another binge/compulsive/addictive eating behavior, differently induced, leading to a high-significant health problem. Regularly exercising at moderate intensity has been shown to efficiently and positively impact upon physiological imbalances caused by several morbid conditions, including affective disorders. Even in a wider set of physchiatric diseases, physical exercise has been prescribed as a complementary therapeutic strategy. Method: A comprehensive literature search was carried out in the Cochrane Library and MEDLINE databases (search terms: sugar addiction, food craving, exercise therapy, training, physical fitness, physical activity, rehabilitation and aerobic). Results: Seeking high-sugar diets, also in a reward- or craving-addiction fashion, can generate drastic metabolic derangements, often interpolated with affective disorders, for which exercise may represent a valuable, universal, non-pharmachological barrier. Limitations: More research in humans is needed to confirm potential exercise-mechanisms that may break the bond between sugar over-consumption and affective disorders. Conclusions: The purpose of this review is to address the importance of physical exercise in reversing the gloomy scenario of unhealthy diets and sedentary lifestyles in our modern society. © 2016 Elsevier B.V.