Introduction: This systematic review explores the differential impacts of high and low-intensity physical exercise on brain wave activity and functional connectivity in professional athletes. The study aims to elucidate how varying exercise intensities influence cognitive and emotional responses, brain connectivity, and overall mental health. Additionally, it examines the potential synergistic effects of integrating neurofeedback training with physical exercise. Method: A comprehensive literature search was conducted using databases such as PubMed, Scopus, and Google Scholar. Keywords included "high-intensity exercise," "low-intensity exercise," "brain wave activity," "functional connectivity," "professional athletes," and "cognitive performance." Inclusion criteria were studies published in peer-reviewed journals involving professional athletes and examining the impact of exercise intensity on brain wave activity and functional connectivity. Data extraction focused on study design, sample size, exercise intensity, neuroimaging techniques, brain wave activity, and functional connectivity outcomes. Results: High-intensity physical exercise was found to induce significant changes in functional connectivity within affect and reward networks, enhance mood, and improve cognitive performance through increased brain wave coherence and synchronization. Low-intensity exercise primarily enhanced cognitive and attentional processing by increasing resting-state functional connectivity in the fronto-parietal network. Neurofeedback training was shown to enhance brain wave activity, reduce stress levels, and increase self-control over physiological factors. The combined approach of neurofeedback and physical exercise demonstrated potential for optimizing both mental and physical performance in athletes. Conclusion: The findings indicate that high-intensity exercise leads to significant and prolonged changes in brain connectivity and cognitive performance, while low-intensity exercise benefits cognitive and attentional processing. The discussion introduces the Neurofeedback and Physical Fitness Synergy Theory, which posits that integrating neurofeedback with physical exercise can lead to optimal improvements in both physical fitness and mental health. This combined approach suggests a promising strategy for enhancing overall athletic performance and mental well-being. Future research should focus on standardized measures and long-term studies to further validate these findings and explore the underlying neurophysiological mechanisms. Keywords: Brain, Emotions, Physical Fitness, Cognition, Athletes, Self-Control