Because exercise causes physical strain and flushing, it is a common trigger for cyclic rosacea flare-ups. Exercise is important for good health, though, so it's unwise to avoid exercise altogether.
What you can do is try to keep your exercises at a lower intensity level. Work out in cooler environments so that you won't overheat. You can also exercise more frequently for shorter periods of time, or try low-intensity exercises like walking. Make sure to stay well hydrated, too.