Alzheimer's disease (AD) is a progressive neurodegenerative disorder affecting the elderly population. It is predicted that the incidence of AD will be increased in the future making this disease one of the greatest medical, social, and economic challenges for individuals, families, and the health care system worldwide. The etiology of AD is multifactorial. It features increased oxidative state and deposition of amyloid plaques and neurofibrillary tangles of protein tau in the central cortex and limbic system of the brain. Here we provide an overview of the positive impacts of exercise on this challenging disease. Regular physical activity increases the endurance of cells and tissues to oxidative stress, vascularization, energy metabolism, and neurotrophin synthesis, all important in neurogenesis, memory improvement, and brain plasticity. Although extensive studies are required to understand the mechanism, it is clear that physical exercise is beneficial in the prevention of AD and other age-associated neurodegenerative disorders.