Exposure to PM2.5 increases blood pressure (BP) and cardiovascular morbidity and mortality. We conducted a randomized controlled panel study in Shijiazhuang, China among 55 healthy college students randomly assigned to either the control (CON) or SPORTS group with intervention of 2000 m jogging in 20 min for 3 times in 4 days, and 3-round health examinations from November 15, 2020 to December 6, 2020. We aimed to evaluate whether moderate physical activity (PA) protected BP health against PM2.5 exposure and explore potential mechanisms through myokines and inflammation. Individual PM2.5 exposure was calculated based on outdoor and indoor PM2.5 concentration monitoring data as well as time-activity diary of each subject. In the CON group, the exposure-response curve for SBP was linear with a threshold concentration of approximately 31 μg/m3, while an increment of SBP level was 4.38 mm Hg (95%CI: 0.17 mm Hg, 8.59 mm Hg) at lag03 for each 10-μg/m3 increase in PM2.5, using linear mixed-effect models. For inflammatory indicators, PM2.5 exposure was associated with significant increases in eosinophil counts and proportion in CON group, but decreases in MCP-1 and TNF-α in SPORTS group. Meanwhile, higher myokines including CLU and IL-6 were observed in SPORTS group compared to the CON group. Further mediation analyses revealed that eosinophil counts mediated the elevated BP in CON group, whereas MCP-1 and TNF-α were also crucial mediating cytokines for the SPORTS group, as well as CLU and IL-6 acted as mediators on BP and inflammation indicators in SPORTS group. This study suggests that moderate PA could counteract the elevated BP induced by PM2.5 exposure via myokines-suppressed inflammation pathways.