Abstract: Cognitive function of old people gradually declines with aging and may further progress to mild cognitive impairment (MCI) or even dementia. There is no effective drug treatment currently available to cure dementia and controlling risk factors of cognitive decline is one of key measures to prevent dementia. Physical exercise can reduce the risk of cognitive decline and the occurrence of dementia. In this study, we reviewed the relationship between physical exercise and cognitive function and the mechanism of prevention dementia with exercise to provide a basis for further studies on exercise for the prevention of dementia.