<p>Recent studies have demonstrated that insulin and its receptors play a vital role in the central nervous system, supporting neuronal survival, regulating energy metabolism, and facilitating synaptic plasticity—processes fundamental to learning and memory. Therefore, disruption of insulin signaling and glucose metabolism in the central nervous system impairs cognitive function and plays a role in the induction of dementia, such as AD. In the central nervous system, increased insulin sensitivity and proper insulin signaling affect the molecular cascades underlying plasticity, learning, and memory. Therefore, increasing brain insulin sensitivity is a preventive and therapeutic strategy in the prevalence and prevention of neurodegenerative disorders. It has been confirmed that in muscle, liver, and brain tissues, regular exercise training (including aerobic, resistance, and high-intensity exercise) with standard intensity and frequency, undoubtedly plays an important role in improving insulin sensitivity. The effects of exercise training on improving brain insulin sensitivity can be explained by multiple mechanisms. Since muscle contraction can have endocrine effects by secreting secretomes (especially myokines), it seems that one of the precise mechanisms of the effect of exercise training and exercise-induced muscle contraction on brain insulin sensitivity is these myokines. This review examines the roles and mechanisms of multiple myokines in enhancing brain insulin sensitivity, along with the metabolic interactions between muscle and the central nervous system. Clinical tips for the type, dose, and intensity of exercise to increase myokines related to the central nervous system are also presented.</p>