Exercise and physical activity have long been recognized for health promotion and to delay the onset of many pathological situations such as diabetes and cancers. Still, there appears to be an upper limit on the beneficial health effects regarding intensity and frequency of exercise training. In humans, the effect of exercise training in the male reproductive system has been studied mainly through the analysis of semen quality parameters, with inconsistent results. Less is known on molecular biomarkers of exercise-related changes in testis at the protein/proteome level. This review offers an in-depth analysis on the small scale protein studies available primarily from the preclinical studies and interprets their functional impact on the reproductive health with a view to humans. In all, exercise training in preclinical models seems to negatively modulate, in the course of health, critical functions that directly affect spermatogenesis, such as testosterone biosynthesis, energy supply, and antioxidant system components. Exercise training induces apoptosis, leading to the impairment of spermatogenesis and, consequently, to male infertility. In pathological conditions, an improvement in the testicular functions is observed by increases in steroidogenic enzymes and antioxidant defenses, and reductions in activity of inflammatory pathways. Importantly, the mechanisms by which exercise training modulates the reproductive function are far from being fully understood. The analyses of the testis proteome in varying exercise conditions would inform the molecular mechanisms involved and identify putative theranostics opportunities. Such future research is a cornerstone for health promotion in the pursuit of reproductive health informed by omics systems sciences.