Physical exercise (PE) improves physical performance, mental status, general health, and well-being. It does so by affecting many mechanisms at the cellular and molecular level. PE is beneficial for people suffering from neuro-degenerative diseases because it improves the production of neurotrophic factors, neurotransmitters, and hormones. PE promotes neuronal survival and neuroplasticity and also optimizes neuroendocrine and physiological responses to psychosocial and physical stress. PE sensitizes the parasympathetic nervous system (PNS), Autonomic Nervous System (ANS) and central nervous system (CNS) by promoting many processes such as synaptic plasticity, neurogenesis, angiogenesis, and autophagy. Overall, it carries out many protective and preventive activities such as improvements in memory, cognition, sleep and mood; growth of new blood vessels in nervous system; and the reduction of stress, anxiety, neuro-inflammation, and insulin resistance. In the present work, the protective effects of PE were overviewed. Suitable examples from the current research work in this context are also given in the article.