Regular exercise positively affects cholesterol levels by increasing levels of high-density lipoprotein (HDL) cholesterol, often referred to as "good" cholesterol, while decreasing levels of low-density lipoprotein (LDL), or "bad" cholesterol. This shift helps reduce the risk of cardiovascular diseases and improves overall heart health. Engaging in aerobic activities, strength training, and maintaining a consistent exercise routine can significantly contribute to a healthier lipid profile and better circulatory health.