To identify and characterize the scientific literature on the effects of exercise on Alzheimer’s disease, research was conducted in the following databases: MEDLINE, CINAHL, Web of Science, and Scopus. These MeSH terms—“exercise”, “motor activity”, “physical fitness”, “Alzheimer disease”, and its synonyms in English—were used in the initial search to locate studies published between 2003 and 2013. After reading the 12 final articles in their entirety, two additional articles, found by a manual search, were included. Of these, 13 had beneficial results of exercise in Alzheimer’s disease. Given the results discussed here, the exercise may be important for the improvement of functionality and performance of daily life activities, neuropsychiatric disturbances, cardiovascular and cardiorespiratory fitness, functional capacity components (flexibility, agility, balance, strength), and improvements in some cognitive components such as sustained attention, visual memory, and frontal cognitive function in patients with AD.