Trillions of microbes inhabiting the gut modulate the metabolism of the host. Cross-sectional studies have reported associations between physical performance and the gut microbiota (GM). Physical activity seems to increase GM diversity and the abundance of certain health-beneficial microbes. We reviewed the evidence from longitudinal studies on the connection between physically active lifestyle or long-term exercise interventions and the GM. We made literature searches using databases of Web of Science and PubMed Medline to collect human studies showing or not the associations between the GM and exercise. Many controversies exist in the studies. However, the longitudinal studies show that frequently, medium-intensity endurance exercise has yielded most beneficial effects on the GM, but the results vary depending on the study population and exercise protocol. In addition, the literature shows that certain microbes own the potency to increase physical activity and performance. Generally, a physically active lifestyle and exercise associate with a “healthy” GM. However, in previously sedentary subjects, the exercise-induced improvements in the GM seem to disappear unless the active lifestyle is continued. Unfortunately, several studies are not controlled for the diet. Thus, in the future, more longitudinal studies on the GM and physical performance are needed, with detailed dietary information.