Osteoarthritis (OA) is one of the most prevalent diseases of the osteoarticular system. Progressive destruction of joints is accompanied by development of pathological changes in the muscle tissue, i.e., weakening, atrophy, and remodelling (sarcopenia). The aim of the present study is to assess the impact of physical activity on the musculoskeletal system in an animal model of early degenerative lesions in the knee joint. The study involved 30 male Wistar rats. The animals were allocated to three subgroups of 10 animals each. Each animal from the three subgroups received sodium iodoacetate by injection into the patellar ligament of the right knee joint, whereas saline was administered through the patellar ligament in the left knee joint. The rats in the first group were stimulated to exercise on a treadmill. The animals in the second group were allowed to lead a natural lifestyle (no treadmill stimulation). In the third group, all parts of the right hind limb muscle were injected with Clostridium botulinum toxin type A. The study demonstrated that, compared to the active rats, bone density in the immobilised rats decreased, as indicated by the densitometric assessment of the whole body and the examination of rats’ hind limbs and knee joints alone. This clearly evidenced the impact of physical activity on bone mineralisation. The weight of both fat and muscle tissues in the physically inactive rats was reduced. Additionally, the adipose tissue had higher weight in the entire right hind limbs, where monoiodoacetic acid was administered to the knee joint. The animal model clearly showed the importance of physical activity in the early stages of OA, as it slows down the process of joint destruction, bone atrophy, and muscle wasting, whereas physical inactivity contributes to progression of generalised changes in the musculoskeletal system.