The evidence for a protective role of physical activity on the risk and progression of Alzheimer's disease (AD) has been growing in the last years. Here we studied the influence of a prolonged physical and cognitive stimulation on neurodegeneration, with special emphasis on hippocampal neuron loss and associated behavioral impairment in the Tg4-42 mouse model of AD. Tg4-42 mice overexpress Aβ4-42 without any mutations, and develop an age-dependent hippocampal neuron loss associated with a severe memory decline. We demonstrate that long-term voluntary exercise diminishes CA1 neuron loss and completely rescues spatial memory deficits in different experimental settings. This was accompanied by changes in the gene expression profile of Tg4-42 mice. Deep sequencing analysis revealed an upregulation of chaperones involved in endoplasmatic reticulum protein processing, which might be intimately linked to the beneficial effects seen upon long-term exercise. We believe that we provide evidence for the first time that enhanced physical activity counteracts neuron loss and behavioral deficits in a transgenic AD mouse model. The present findings underscore the relevance of increased physical activity as a potential strategy in the prevention of dementia.