Many studies indicate that physical activity (PE) is a powerful gene modulator that causes anatomical and functional changes in the brain, resulting in significant improvements in cognitive performance and well-being. PE has also been shown to protect against neurodegeneration. However, it is unclear whether this protection is provided by changes to the molecular processes that underpin neurodegeneration or by improved resistance to assaults. This concise review examines the biological and psychological benefits of physical activity, describing findings from animal and human studies on brain plasticity and epigenetic mechanisms in order to better understand how to maximize the benefits of physical activity while avoiding negative consequences, such as exercise addiction.