The central nervous system has a unique capability of plasticity that enables a single neuron or a group of neurons to undergo functional and constructional changes that are important to learning processes and for compensation of brain damage. The current review aims to summarize recent data related to the effects of physical activity on brain plasticity. In the last decade it was reported that physical activity can affect and manipulate neuronal connections, synaptic activity and adaptation to new neuronal environment following brain injury. One of the most significant neurotrophic factors that is critical for synaptic re-organization and is influenced by physical activity is brain-derived neurotrophic factor (BDNF). The frequency of physical activity and the intensity of exercises are of importance to brain remodeling, support neuronal survival and positively affect rehabilitation therapy. Physical activity should be employed as a tool to improve neural function in healthy subjects and in patients suffering from neurological damage.