Background: Attention Deficit Hyperactivity Disorder (ADHD) has been described as a neurodevelopmental disorder characterized by inattention, hyperactivity, and impulsivity affecting cognitive, emotional, and social functioning. While pharmacological and behavioral treatments remain primary, physical activity (PA) (digital and non-digital versions) has emerged as a great complementary intervention due to its potential impact on executive functions, emotional regulation, and neurobiological markers. Objectives: This study aimed to assess the effects of PA on ADHD symptoms, executive function, and emotional regulation, exploring its potential impact and new practical applications in digital and non-digital treatment. Methods: This narrative review assessed 132 studies published between 1 January 2010 and January 2025, ensuring the inclusion of the most recent and relevant findings. The review was conducted in Scopus, PubMed, and Web of Science, using a predefined combination of terms related to ADHD, physical activity, executive function, neuroplasticity, and emotional regulation. Results: Regular PA improves executive functions, attention, inhibitory control, and cognitive flexibility in ADHD. Aerobic exercise enhances sustained attention, high-intensity training improves impulse control, and coordinative activities boost cognitive flexibility. Non-digital and digital innovations, such as exergaming and wearable fitness trackers, offer promising solutions to improve adherence to PA regimens, reinforcing their role as a key intervention in ADHD management. Conclusions: PA could be a valuable complementary intervention for ADHD through a hybrid approach that may improve cognitive and emotional functioning while addressing comorbidities.