Accumulating evidence from animal and human research shows exercise benefits learning and memory, which may reduce the risk of neurodegenerative diseases, and could delay age-related cognitive decline. Exercise-induced improvements in learning and memory are correlated with enhanced adult hippocampal neurogenesis and increased activity-dependent synaptic plasticity. In this present chapter we will highlight the effects of physical activity on cognition in rodents, as well as on dentate gyrus (DG) neurogenesis, synaptic plasticity, spine density, neurotransmission and growth factors, in particular brain-derived nerve growth factor (BDNF).