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With the growing of the global population aging, the comorbidity of cardiovascular disease (CVD) and Alzheimer's disease (AD) has gradually become a major contributor to global disease burden, with the two diseases exhibiting interacting pathological characteristics. This review summarizes the mechanisms underlying CVD-AD comorbidity, including cerebral hypoperfusion and protein aggregation, oxidative stress and inflammation, as well as metabolic disorders and genetic factors. We also assess the value of blood biomarkers in this comorbidity, such as p-tau217, NT-proBNP, NfL, GFAP, and miRNAs. We then review the role of exercise in ameliorating this comorbidity, integrating its potential mechanisms into five aspects: repairing cerebral hypoperfusion and endothelial injury, accelerating Aβ clearance and inhibiting Tau protein hyperphosphorylation, reducing inflammation, protecting neuronal structure and the blood-brain barrier, and improving metabolic disorder. We also analyze in detail the relationship between exercise targets and blood biomarkers. Finally, we discussed the impact and application of different exercise modalities in this comorbidity, concluding with suitable exercise prescriptions and relevant safety considerations for each modality, further organized the mainstream pharmacological and nutritional intervention strategies for CVD-AD comorbidity, and objectively explored their potential interactions when combined with exercise interventions. Future research should integrate multi-omics technologies and gradually refine clinical data on comorbidity, with the aim of developing more targeted, personalized exercise prescriptions for patients with comorbidities, thereby providing scientific theoretical guidance for early risk prevention and disease management in patients with co-occurring CVD and AD.