This study investigated whether physical exercise would reverse proline-induced performance deficits in water maze tasks, as well as its effects on brain-derived neurotrophic factor (BDNF) immunocontent and brain acetylcholinesterase (AChE) activity in Wistar rats. Proline administration followed partial time (6th-29th day of life) or full time (6th-60th day of life) protocols. Treadmill exercise was performed from 30th to 60th day of life, when behavioral testing was started. After that, animals were sacrificed for BDNF and AChE determination. Results show that proline impairs cognitive performance, decreases BDNF in cerebral cortex and hippocampus and increases AChE activity in hippocampus. All reported effects were prevented by exercise. These results suggest that cognitive, spatial learning/memory, deficits caused by hyperprolinemia may be associated, at least in part, to the decrease in BDNF levels and to the increase in AChE activity, as well as support the role of physical exercise as a potential neuroprotective strategy.