Inflammation disturbs biochemical pathways involved in homeostasis of the endothelium. Research has established clear links between inflammatory mediators, particularly C-reactive protein and tumour necrosis factor alpha, endothelial dysfunction, and atherosclerosis. Endothelial dysfunction and atherosclerosis may be subclinical at early stages, and thus the ability to detect them with non-invasive techniques is crucially important, particularly in populations at increased risk for cardiovascular disease, such as those with rheumatoid arthritis. This may allow the identification of interventions that may reverse these processes early on. One of the best non-pharmacological interventions that may achieve this is physical activity. This review explores the associations between inflammation, endothelial dysfunction, and atherosclerosis and discusses the role of exercise in blocking specific pathways in the inflammation, endothelial dysfunction - atherosclerosis network.