Regular exercise has long being recognized as an important contributor to appropriate health status and is currently recommended to reduce the incidence of many diseases. More recent is the notion that sedentary life may also be a risk factor for neurodegenerative diseases even though for the last decade the beneficial effects of exercise on brain function have been widely documented. In the brain, exercise exerts both acute and long-term changes that can be interpreted as beneficial, such as increased levels of various neurotrophic factors or enhanced cognition. However, the signals involved in exercise-induced changes in the brain are not yet well known. It is generally thought that they arise from the periphery as a direct consequence of increased metabolic activity and aim to elicit adaptive changes in brain function. However, body-to-brain signaling induced by exercise also underlies a different aspect. Exercise induces changes in the brain that are essential for proper brain function. In this view, sedentarism, a relatively new cultural trait, negates the beneficial effects of exercise and paves the way to pathological derangement. A critical step in this process is exercise-induced uptake by the brain of insulin-like growth factor-I (IGF-I), a circulating hormone with potent neurotrophic activity. We summarize the evidence supporting the hypothesis that serum IGF-I is a neuroprotective hormone within a neuroprotective network modulated by physical activity.