The pathogenesis of Alzheimer’s disease (AD) is a key research focus in the field of life sciences. Exercise serves as an important intervention for ameliorating neurodegenerative diseases, and aerobic exercise, resistance training, and multimodal exercise combinations have been shown to significantly improve AD. Studies have shown that the pathogenesis of AD is closely associated with the regulatory effects of exercise in suppressing inflammatory responses, optimizing the activation of astrocytes and microglia, promoting hippocampal neurogenesis, and improving blood-brain barrier function. This article reviews the effects and mechanisms of different exercise method in improving AD and discusses future prospects, with the aim of providing a theoretical and experimental basis for the role of exercise in the prevention and treatment of AD.