Exoskeleton for physical activity, specially snow skiing, for preventing knee, leg and hip injuries by preventing the excessive torsion of the knee and other movements that could be dangerous for the person wearing it, furthermore allowing control over the skis during the practice of said sport. The exoskeleton includes at least one first support member configured to couple above the knee; at least one second support member configured to couple below the knee; both of them linked together by a linkage assembly that limits that the coupling to the body of the support members reach dangerous positions; at least one clutch mechanism operatively coupled between two elements of the exoskeleton, allowing the clutching and unclutching of said two elements of the exoskeleton; and at least one sensor that detects movement or/and pressure, of a part of the body of the skier to transmit a signal to the clutch mechanism.