Exercise improves the central nervous system (CNS) functions and is widely recommended for neurological patients with, e.g., Alzheimer's and Parkinson's disease (PD). However, exercise-induced neuroprotection is an open discussion. Here, the intranasal administration of the neurotoxin 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP, 65 mg/kg) caused death of dopaminergic neurons in the substantia nigra pars compacta and depletion of dopamine in the striatum of C57BL/6 mice. 1-Methyl-4-phenylpyridinium, the active metabolite of MPTP, also inhibited complex-I activity of mitochondria isolated from the CNS of mice. However, 6 weeks of exercise on voluntary running wheels did not protect against nigrostriatal neurodegeneration or mitochondrial inhibition, suggesting that benefits of exercise for PD may not be associated with neuroprotection. The literature presents other candidates, such as neurotrophins or increased antioxidant defenses.