Regular physical exercise affects many aspects of health, metabolism, mental capacity, and motivation by influencing the cytokine system and supporting neuroimmunological status. The beneficial effects of exercise on the mental capacity of the brain emerge through stimulation of neural plasticity, which is the basis for learning, memory, and neurogenesis. Regular exercise increases neurotrophic factors, such as nerve growth factors, and some immune mediators, such as interleukins. Because aging is a trigger for increased inflammation in the central nervous system, exercise may influence this process and facilitate the emergence of a beneficial anti-inflammatory state. In addition to preventing cognitive decline, an appropriate regular exercise program may also play a neuroprotective role in some neurodegenerative disorders.