The sound-induced flash illusion (SiFI) is an auditory-dominant multisensory illusion phenomenon that can be used to assess multisensory integration. Although previous studies have shown that one-time intervention exercise training does not significantly affect the SiFI in older adults, the improvement in the SiFI according to exercise type and duration remains controversial. In the present study, the classical SiFI paradigm was used to investigate the effects of long-term exercise training on the SiFI. Differences in SiFI scores among the skill, physical fitness, and control groups were also assessed. The SiFI was lower in both the skill group and the physical fitness group than in the control group (Experiment 1), and the skill group had a smaller SiFI than the control group because the skill group had a finer temporal window of multisensory integration (Experiment 2). In addition, previous studies have shown that the SiFI is improved by exercise related to balance, which is associated with the cerebellum. Therefore, we used transcranial direct current stimulation (tDCS) to modulate the cerebellum to examine whether the cerebellum was involved in SiFI (Experiment 3). The cerebellum was involved in the SiFI, and the reduction in the SiFI in the skill group was due to the increase in developed cerebellar function resulting from long-term skill training. These results suggest that long-term skill-dominant exercise training is effective at preventing SiFI, and the present study provides empirical support for intervention training in the area of multisensory integration.