The role of exercise in improving physical health is well known, and its role in improving cognitive functions also seems promising, both in healthy individuals and in individuals with neurodegenerative diseases. However, while some researchers have shown beneficial effects, few have found no effect of exercise, especially on long-term benefits on certain cognitive domains. These differences are likely due to differences in the exercise performed, the protocols used, the duration and intensity of exercise, or the different aspects of cognition tested. This chapter discusses mainly the effects of acute and chronic aerobic exercise on cognitive functions in healthy individuals. Effects of resistance exercise are also mentioned though the evidence on which the conclusions can be made is limited. The possible mechanisms involved in the effects of exercise on cognition are also discussed. For overall cognitive health, it may be best to combine aerobic and resistance exercises.