The human brain is the command center for the nervous system enabling thoughts, memory, movement, and emotions through a complex function. The Microbiota-gut-brain axis is a bidirectional neural, hormonal, and immune signaling pathway that could link the gastrointestinal tract to the brain. Over the past few decades, the gut microbiota has been demonstrated to be an essential component of the gastrointestinal tract that plays a crucial role in regulating most functions of various body organs. The effects of the microbiota on the brain occur through the production of neurotransmitters, hormones, and metabolites, regulation of host-produced metabolites, or through the synthesis of metabolites by the microbiota themselves. This affects the host's behavior, mood, attention state, and the brain's food reward system. Meanwhile, there is an intimate association between the gut microbiota and exercise. Exercise has the capacity to alter the diversity of gut microbiota both quantitatively and qualitatively, which may be partially responsible for the widespread benefits of regular physical activity on human health. Functional magnetic resonance imaging (fMRI) is a non-invasive method to show areas of brain activity, fMRI enables the delineation of specific brain regions involved in neurocognitive disorders. Through combining exercise tasks and fMRI techniques, researchers can observe the effects of exercise on higher brain functions such as anxiety disorders, depression, cognitive function, and food reward. However, there has been limited evidence regarding the complex nexus between gut microbiota, exercise, and brain health, specifically in how exercise impacts brain health through gut microbiota. This article reviews and highlights the connections between microbiota-derived metabolites, exercise, and brain health. An in-depth study of these three interactions will help us to further understand the positive effects of exercise on brain health and provide new strategies and approaches for the prevention and treatment of brain diseases.