The link between diabetes mellitus and Alzheimer's disease (AD) has been known for the last few decades. Since insulin and insulin receptors are known to be present in the brain, the downstream signalling as well as the effect of hyperinsulinemia have been extensively studied in both AD and Parkinson's disease. Glucagon-like peptide-1 (GLP-1) is a hormone belonging to the incretin family, and its receptors (GLP-1Rs) can be found in pancreatic cells and in vascular endothelium. Interestingly, GLP-1Rs are found in the neuronal cell body and dendrites in the central nervous system (CNS), in particular in the hypothalamus, hippocampus, cerebral cortex and olfactory bulb. Several studies have shown the importance of both insulin and GLP-1 signalling on cognitive function, and many preclinical studies have been performed to evaluate the potential protective role of GLP-1 on the brain. Here we review the underlying mechanism of insulin and GLP-1 signalling in the CNS, as well as the preclinical data for the use of GLP-1 analogues such as liraglutide, exenatide and lixisenatide in neurodegenerative diseases.