Vascular cognitive impairment (VCI) is a syndrome characterized by cognitive decline resulting from insufficient perfusion to the entire brain or specific brain regions. The lack of a clear understanding of the mechanisms linking cerebrovascular disease to cognitive impairment has impeded the development of targeted treatments for VCI. Increasing evidence indicates that exercise may offer significant benefits for patients with VCI. This study explores how neuroinflammatory mechanisms mediate the effects of exercise on VCI, focusing on the broader biological processes involved. Exercise plays a crucial role in mitigating vascular risk factors, reducing oxidative stress, and promoting neurogenesis. Furthermore, exercise influences neuroinflammatory mediators and central immune cells via various signaling pathways. Different types and intensities of exercise, including resistance and endurance training, have been shown to differentially modulate neuroinflammation during the progression of VCI. This paper summarizes the current mechanisms of action and proposes exercise interventions targeting neuroinflammatory pathways, along with biomarker studies, to enhance our understanding of VCI pathogenesis and inform clinical practice. A more in-depth understanding of the inflammatory mechanisms underlying VCI may facilitate the development of targeted therapeutic interventions.