We analyze the propagation of excitons in a d-dimensional lattice with power-law hopping ∝1/rα in the presence of dephasing, described by a generalized Haken-Strobl-Reineker model. We show that in the strong dephasing (quantum Zeno) regime the dynamics is described by a classical master equation for an exclusion process with long jumps. In this limit, we analytically compute the spatial distribution, whose shape changes at a critical value of the decay exponent αcr=(d+2)/2. The exciton always diffuses anomalously: a superdiffusive motion is associated to a Lévy stable distribution with long-range algebraic tails for α≤αcr, while for α>αcr the distribution corresponds to a surprising mixed Gaussian profile with long-range algebraic tails, leading to the coexistence of short-range diffusion and long-range Lévy flights. In the many-exciton case, we demonstrate that, starting from a domain-wall exciton profile, algebraic tails appear in the distributions for any α, which affects thermalization: the longer the hopping range, the faster equilibrium is reached. Our results are directly relevant to experiments with cold trapped ions, Rydberg atoms, and supramolecular dye aggregates. They provide a way to realize an exclusion process with long jumps experimentally.