Sports-based initiatives catered toward the successful resettlement and social inclusion of refugees and migrants have emerged as a preferred method to promote social and cultural integration worldwide. However, despite the growing number of programs since the Mid-1990s, academic research regarding its effectiveness and impact is still scant, with current research mostly focused on specific refugee communities and program structures (e.g., voluntary sports clubs and community sport events) in Europe and Australia. In the United States, only a few research studies have been conducted pertaining to similar physical exercise or sports-based interventions and programs. The purpose of this study, therefore, was twofold: (a) to explore the meaning and role of sport and physical exercise for forced migrant women in the United States, especially refugees and asylum seekers, and (b) to identify barriers and constraints that impact their sport and exercise participation, helping specify reasons and antecedents that deter or influence psychosocial development and welfare of forced migrant women. Using an interpretive multi-case study qualitative research design guided by the concept of belonging, acculturation theory, and an intersectional feminist lens, data were collected through a virtual qualitative questionnaire, semi-structured in-depth interviews, and focus groups. Findings of this study amplified voices of a historically marginalized population, highlighting the positive impact of sport and physical exercise on the participants’ lived experiences that emphasize concepts of belonging, inclusivity, positive health outlook, and creation of new identities. Theoretical implications and practical recommendations derived from this study include specific strategies and a conceptual model that may inform the development and implementation of more gender-accommodative and culturally sensitive program policies and structures. The significance of this study lies in its ability to corroborate the notion of sport and exercise as an effective tool to improve forced migrant women and refugees’ mental and physical well-being, to create opportunities for education, socialization, and to foster cross-cultural understanding and relations between the newcomers and their host communities. Ultimately, this study further extends the current body of sport forced migration literature, specifically in the context of sports programs promoting the social inclusion of forced migrant women and refugees, in the United States.