Inactivity, obesity, and insulin resistance are significant risk factors for the development of Alzheimer's disease (AD). Several studies have demonstrated that diet induced obesity, inactivity, and insulin resistance exacerbates neuropathological hallmarks of AD. The aggregation of beta-amyloid peptides is one of these hallmarks. Beta-site amyloid precursor protein cleaving enzyme 1 (BACE1) is the rate-limiting enzyme in amyloid precursor protein (APP) processing, leading to beta-amyloid peptide formation. Understanding how BACE1 content and activity is regulated is essential for establishing therapies aimed at reducing and/or slowing the progression of AD. Exercise training has proven to reduce the risk of AD as well as decrease beta-amyloid production and BACE1 content and/or activity. However, these long-term interventions also result in improvements in adiposity, circulating metabolites, glucose tolerance, and insulin sensitivity making it difficult to determine the direct effects of exercise on brain APP processing. This review highlights this large void in our knowledge and aims discusses our current understanding the direct of effect of exercise on beta-amyloid production. We have concentrated on the central role that brain-derived neurotrophic factor (BDNF) may play in mediating the direct effects of exercise on reducing brain BACE1 content and activity as well as beta-amyloid production. Future studies should aim to generate a greater understanding of how obesity and exercise can directly alter APP processing and AD related pathologies. This knowledge could provide evidence-based hypotheses for designing therapies to reduce the risk of AD and dementia.