Exercise enhances general health. However, its effects on neurodegeneration are controversial, and the molecular pathways in the brain involved in this enhancement are poorly understood. Here, we examined the effect of long-term moderate treadmill training on adult male rat cortex and hippocampus to identify the cellular mechanisms behind the effects of exercise. We compared three animal groups: exercised (30 min/day, 12 m/min, 5 days/wk, 36 wk), handled but nonexercised (treadmill handling procedure, 0 m/min), and sedentary (nonhandled and nonexercised). Moderate long-term exercise induced an increase in IGF-1 levels and also in energy parameters, such as PGC-1α and the OXPHOS system. Moreover, the sirtuin 1 pathway was activated in both the exercised and nonexercised groups but not in sedentary rats. This induction could be a consequence of exercise as well as the handling procedure. To determine whether the long-term moderate treadmill training had neuroprotective effects, we studied tau hyperphosphorylation and GSK3β activation. Our results showed reduced levels of phospho-tau and GSK3β activation mainly in the hippocampus of the exercised animals. In conclusion, in our rodent model, exercise improved several major brain parameters, especially in the hippocampus. These improvements induced the upregulation of sirtuin 1, a protein that extends life, the stimulation of mitochondrial biogenesis, the activation of AMPK, and the prevention of signs of neurodegeneration. These findings are consistent with other reports showing that physical exercise has positive effects on hormesis.