Physical activity plays an essential role in maintaining a healthy body, yet it also provides unique benefits for the vascular and cellular systems that sustain a healthy brain. While the benefit of exercise has been observed in humans of all ages, the availability of preclinical models has permitted systematic investigations into the mechanisms by which exercise supports and protects the brain. Over the past twenty-five years, rodent models have shown that increased physical activity elevates neurotrophic factors in the hippocampal and cortical areas, facilitating neurotransmission throughout the brain. Increased physical activity (such as by the voluntary use of a running wheel or regular, timed sessions on a treadmill) also promotes proliferation, maturation and survival of cells in the dentate gyrus, contributing to the process of adult hippocampal neurogenesis. In this way, rodent studies have tremendous value as they demonstrate that an 'active lifestyle' has the capacity to ameliorate a number of age-related changes in the brain, including the decline in adult neurogenesis. Moreover, these studies have shown that greater physical activity may protect the brain health into advanced age through a number of complimentary mechanisms: in addition to upregulating factors in pro-survival neurotrophic pathways and enhancing synaptic plasticity, increased physical activity promotes brain health by supporting the cerebrovasculature, sustaining the integrity of the blood-brain barrier, increasing glymphatic clearance and proteolytic degradation of amyloid beta species, and regulating microglia activation. Collectively, preclinical studies demonstrate that exercise initiates diverse and powerful neuroprotective pathways that may converge to promote continued brain health into old age. This review will draw on both seminal and current literature that highlights mechanisms by which exercise supports the functioning of the brain, and aids in its protection.