The two core causes of obesity in modern lifestyle are high-fat diet (HFD) and insufficient physical activity. HFD can lead to disruption of gut microbiota and abnormal lipid metabolism, further exacerbating the process of obesity. The small intestine, as the "first checkpoint" for the digestion and absorption of dietary lipids into the body, plays a pivotal role in lipid metabolism. The small intestine is involved in the digestion, absorption, transport, and synthesis of dietary lipids. The absorption of lipids in the small intestine is a crucial step, as overactive absorption leads to a large amount of lipids entering the bloodstream, which affects the occurrence of obesity. HFD can lead to insulin resistance, disruption of gut microbiota, and inflammatory response in the body, which can further induce lipid absorption and metabolism disorders in the small intestine, thereby promoting the occurrence of chronic metabolic diseases such as obesity. Long term HFD can accelerate pathological structural remodeling and lipid absorption dysfunction of the small intestine: after high-fat diet, the small intestine becomes longer and heavier, with excessive villi elongation and microvilli elongation, thereby increasing the surface area of lipid absorption and causing lipid overload in the small intestine. In addition, overexpression of small intestine uptake transporters, intestinal mucosal damage induced "intestinal leakage", dysbiosis of intestinal microbiota, ultimately leading to abnormal lipid absorption and chronic inflammation, accelerating lipid accumulation and obesity. Exercise, as one of the important means of simple, economical, and effective proactive health interventions, has always been highly regarded for its role in improving lipid metabolism homeostasis. The effect of exercise on small intestine lipid absorption shows a dose-dependent effect. Moderate to low-intensity aerobic exercise can improve the intestinal microenvironment, regulate the structure and lipid absorption function of the small intestine, promote lipid metabolism and health, while vigorous exercise, excessive exercise, and long-term high-intensity training can cause intestinal discomfort, leading to the destruction of intestinal structure and related symptoms, affecting lipid absorption. Long term regular exercise can regulate the diversity of intestinal microbiota, inhibit inflammatory signal transduction such as NF-κB, enhance intestinal mucosal barrier function, and improve intestinal lipid metabolism disorders, further enhancing the process of small intestinal lipid absorption. Exercise also participates in the remodeling process of small intestinal epithelial cells, regulating epithelial structural homeostasis by activating cell proliferation related pathways such as Wnt/β-catenin. Exercise can regulate the expression of lipid transport proteins CD36, FATP, and NPC1L1, and regulate the function of small intestine lipid absorption. However, the research on the effects of long-term exercise on small intestine structure, villus structure, absorption surface area, and lipid absorption related proteins is not systematic enough, the results are inconsistent, and the relevant mechanisms are not clear. In the future, experimental research can be conducted on the dose-response relationship of different intensities and forms of exercise, exploring the mechanisms of exercise improving small intestine lipid absorption and providing theoretical reference for scientific weight loss. It should be noted that the intestine is an organ that is sensitive to exercise response. How to determine the appropriate range, threshold, and form of exercise intensity to ensure beneficial regulation of intestinal lipid metabolism induced by exercise should become an important research direction in the future.