Physical activity can be challenging for the body, especially when performed suddenly and without proper preparation. To avoid the risk of injury and optimize a performance, athletes and trainers use warm-up exercises to prepare the body for activity. Proper increase of physiological indicators and providing safety as one of the most crucial points are primarily vital tasks of sports physiology. In our research, we summarized the physiological mechanisms underlying the body's preparation for physical activity and highlighted the importance of warm-up exercise. Warm-up exercise has a wide range of physiological benefits related to effects on many body systems like musculoskeletal, cardiovascular, respiratory and the whole body at all. The effectiveness of warm-up exercises is expressed in a quantitative increase in physiological indicators, which are pointed out in the article and explored from the physiological point of view.