Physical activity is recognized as the most important non-medicinal tool for the prevention of cardiovascular diseases, however, the highest efficiency is demonstrated by the programs combining various types of physical load. The present review summarizes the current scientific data on the effects of combined physical activity, including the aerobic exercises of moderate and high intensity and the muscle strengthening exercises, as well as the ones affecting the system of cardiometabolic regulation. A disclosure is provided for the multi-level adaptation mechanisms, encompassing the physiological, vegetative, hormonal, molecular and epigenetic levels. It was justified that combined training modalities possess the synergetic effects, facilitating the decrease of blood pressure, the increase in the cardiac rhythm variability, the improvement of insulin sensitivity, the decrease of chronic inflammation and the activation of cardioprotective transcription programs. A detailed description was provided for the key molecular pathways participating in the adaptational response (AMP-activated protein kinase, mTOR, PGC-1α, autophagia and the unfolded protein response), as well as the role of exerkines — the signaling molecules produced in response to physical load. Special attention was paid to the epigenetic modifications, including the methylation of DNA, the regulation of microRNA and the telomere stability, as the mechanisms of long-term protection from the cardiovascular diseases. The data provided emphasizes the necessity of introducing the combined modalities of physical activity into the programs of individual and populational prevention. Besides, further research is required on the optimal combination of intensity, extent and patterns of physical load for various population categories for the purpose of maximizing the protective adaptation of the cardiovascular system.