Introduction: The effects of exercise and physical activity on the function of various human organs, such as heart, lung, and skeletal muscle have long been known. In recent years, more attention has been focused on the effects of exercise on the nervous system and memory. Recently, it has been shown that the brain responds to the physical activities in the anatomical, cellular, and molecular levels. It is surprising that many of these changes occur in some brain structures that involve in the memory, learning, and cognitive functions. It has been shown that exercise can improve mental performance and enhances learning and memory. Conclusion: Both structural and functional changes of the brain in response to exercise play a crucial role in improvement of the memory and learning. The present study was reviewed the mechanisms involved in the memory and learning improvement followed by exercise.