Abundant evidence has shown the protective effect of aerobic exercise on central neuronal system, however, research about resistance exercise remains limited. To evaluate the effect and potential molecular mechanisms of resistance exercise in improving cognition and mental health, three-month-old male C57BL/6J mice underwent resistance training for five weeks. Body parameters, cognitive performance and synaptic plasticity were then assessed. In both groups, total RNA from the frontal cortex, hippocampus and gastrocnemius was isolated and sequenced, GO term and KEGG analysis were performed to identify molecular mechanisms. The results from RNA sequencing were then verified by RT-PCR. Our data found that mice in training group showed reduced anxiety-like behavior and better spatial memory. Accordingly, resistance exercise specifically increased the number of thin spines without affecting the number of other kind of spines. mRNA sequence analysis showed that resistance exercise induced differential expression of hundreds of genes in the above three tissues. KEGG analysis indicated the FoxO signaling pathway the most significant changed pathway throughout the brain and muscle. GO terms analysis showed that Sgk1 was enriched in the three key cognition related BP, including long-term memory, learning or memory and memory, and the expression level of Sgk1 was positive related with cognitive performance in the water maze. In conclusion, resistance exercise improved the mental health, cognition and synaptic plasticity of mice. Integrating analysis of mRNA expression profiles in frontal cortex, hippocampus and muscle reveals Sgk1 as the key mediator in brain-muscle crosstalk.