Many people already know that exercise is good for you.
Studies show it changes the structure and function of the brain. E.g. studies in animals and people have shown that physical activity generally increases brain volume and can reduce the number and size of age-related holes in the brain’s white and gray matter.
It also augments adult neurogenesis (i.e. the creation of new brain cells in an already mature brain). Exercise doubles or even triples the number of new neurons that appear after exercise in the animals’ hippocampus, a key area of the brain for learning and memory, compared to the brains of animals that remain sedentary.
Scientists believe that exercise has similar impacts on the human hippocampus.
A recent study however compares exercise types – distance running, weight training and high-intensity interval. You can read more about it here
http://mobile.nytimes.com/blogs/well/2016/02/17/which-type-of-exercise-is-best-for-the-brain/
but, in a nutshell, distance training does the magic. And the greater the distance an animal runner covered during the experiment, the more new cells its brain now contained. From the study, sustained aerobic exercise might be most beneficial for brain health also in humans.