Since Homo sapiens began to walk or run on two legs, movement of muscles has resulted in biological changes in the brain. In this context, these alterations make H. sapiens dependent on exercise for a healthy brain. Thus, exercise is not only an auxiliary tool to improve muscle and physical performance, it also establishes many connections to activate and increase the number of neurons. In modern life, young people generally think that exercise is a “waste of time” in daily life and that walking is an “old-fashioned” exercise. However, a physically inactive lifestyle leads to many health problems, such as obesity, diabetes, depression, and early dementia. Both historical and evolutionary views indicate that there is a clear connection between skeletal muscles and the brain. A scientific approach provides evidence that moderate-intensity exercise has a very beneficial effect on brain health. In addition, regular physical exercise is a therapy that prolongs life, reduces the risk of many neurodegenerative diseases, and has a key role in the treatment protocol for these health conditions. The key question is: how does muscle movement cause these events in the brain? This chapter outlines how physical exercise regulates biochemical factors in establishing the relationship between muscle and the brain.