Context: The correlation between neuroinflammation and neurodegenerative disorders has been extensively documented. Elevated levels of inflammatory cytokines in the bloodstream have been demonstrated to impair memory function and heighten susceptibility to neurodegenerative disorders. Furthermore, elevated quantities of reactive oxygen species (ROS) in the body, known as oxidative stress, exacerbate neurodegenerative illnesses and negatively affect learning and memory. Neuroprotection prevents neuronal cell death by intervening and blocking the pathogenetic process that leads to cellular malfunction and death. Methods: We evaluated several studies in the WEB of SCIENCE, SCOPUS, and PubMed. Furthermore, we identified the central genes and signaling pathways associated with neurogenesis, the neural system, and neuroplasticity through data mining, a literature review of artificial intelligence, and an in-silico study. Results: Physical exercise (PE) benefits various physiological systems, including the central nervous system. The beneficial impacts of physical activity on cognitive performance, neural well-being, and safeguarding neurons against different brain injuries are extensively documented. Furthermore, research has demonstrated that PE is a powerful non-pharmacological intervention that enhances cognitive function, including learning and memory, while decreasing the likelihood of developing neurodegenerative disorders. Additionally, engaging in moderate physical activity that does not result in extreme fatigue has a beneficial impact on reducing inflammation and promoting antioxidant effects. According to the hormesis theory, physical inactivity and extreme overtraining can decrease physiological function. Conclusions: In summary, a combination of moderate aerobic exercise, HIIT, and resistance training, performed at appropriate intensities, is most beneficial for neuroprotection and cognitive health. Regular engagement in these activities can help mitigate the risk of neurodegenerative diseases and enhance overall brain function.