Exercise activates a wide range of molecular and cellular processes holding thus neuroplasticity. Growth factors, and more specifically neurotrophic factors (NFs) (brain-derived neurotrophic factor (BDNF), insulin-like growth factor 1 (IGF-1), and nerve growth factor (NGF), among others), are essential in the promotion of the brain plasticity induced by chronic or acute physical exercise. NFs are originated in central and peripheral tissues and released into the blood circulation where they cross the blood–brain barrier to be absorbed by the brain. Thereby, NFs induce a cascade with neurotrophic and neuroprotective effects. This topic has been widely studied in healthy adults and elderly, as well as in several adult neuropsychiatric disorders. However, scarce studies have analyzed the neuroplasticity regulation mediated by the induction of NFs through exercise in childhood and/or adolescence. This period is not only critical for the central nervous system development but also for the initial stage of many neuropsychiatric diseases that will go together with people for the rest of their lives.