Reactive oxygen species (ROS) are continuously generated during metabolism. ROS are involved in redox signaling, but in significant concentrations they can greatly elevate oxidative damage leading to neurodegeneration. Because of the enhanced sensitivity of brain to ROS, it is especially important to maintain a normal redox state in brain and spinal cord cell types. The complex effects of exercise benefit brain function, including functional enhancement as well as its preventive and therapeutic roles. Exercise can induce neurogenesis via neurotrophic factors, increase capillarization, decrease oxidative damage, and enhance repair of oxidative damage. Exercise is also effective in attenuating age-associated loss in brain function, which suggests that physical activity-related complex metabolic and redox changes are important for a healthy neural system.