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Endometriosis and PCOS are both leading causes of female infertility, each affecting approximately 10% of reproductive-aged women worldwide. Both conditions markedly impair quality of life by affecting physical health, emotional well-being, mental health, and social functioning, and they impose a substantial economic burden through surgical treatments, assisted reproductive technologies, and work absenteeism. Insulin resistance (IR) plays a key role in the pathogenesis of both disorders by promoting chronic low-grade inflammation and disrupting sex hormone homeostasis. Consequently, interventions targeting metabolic dysfunction and inflammatory processes may improve clinical outcomes. In this context, the kynurenine system-the primary metabolic pathway of tryptophan degradation-has emerged as a potential mechanistic link between inflammation, metabolic disturbances, and reproductive disorders. Chronic inflammation and psychological stress can enhance kynurenine pathway activation, leading to immune dysregulation, oxidative stress, altered neuroendocrine signaling, and impaired ovarian function. Dysregulated kynurenine metabolism has also been associated with IR and mood disturbances, which are common features of endometriosis and PCOS. Physical activity (PA) is widely recognized for its anti-inflammatory, metabolic, and stress-reducing effects. Emerging evidence suggests that PA may also modulate the kynurenine system by shifting tryptophan metabolism toward neuroprotective pathways. Various exercise modalities-including aerobic, resistance, and mind-body exercises-have shown beneficial effects; however, well-designed long-term studies are still needed. The aim of this review is to synthesize and critically evaluate the published literature on the effects of PA on IR, inflammation, kynurenine metabolism, and reproductive health in women with endometriosis and PCOS.