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Atherosclerosis is a dynamic process starting with endothelial dysfunction and inflammation and eventually leading to life-threatening arterial plaques. Exercise generally improves endothelial function in a dose-dependent manner by altering hemodynamics, specifically by increased arterial pressure, pulsatility, and shear stress. However, athletes who regularly participate in high-intensity training can develop arterial plaques, suggesting alternative mechanisms through which excessive exercise promotes vascular disease. Understanding the mechanisms that drive atherosclerosis in sedentary versus exercise states may lead to novel rehabilitative methods aimed at improving exercise compliance and physical activity. Preclinical tools, including in vitro cell assays, in vivo animal models, and in silico computational methods, broaden our capabilities to study the mechanisms through which exercise impacts atherogenesis, from molecular maladaptation to vascular remodeling. Here, we describe how preclinical research tools have and can be used to study exercise effects on atherosclerosis. We then propose how advanced bioengineering techniques can be used to address gaps in our current understanding of vascular pathophysiology, including integrating in vitro, in vivo, and in silico studies across multiple tissue systems and size scales. Improving our understanding of the antiatherogenic exercise effects will enable engaging, targeted, and individualized exercise recommendations to promote cardiovascular health rather than treating cardiovascular disease that results from a sedentary lifestyle.