Alzheimer disease (AD) is one of the most common neurodegenerative diseases, a ecting middle-aged and elderly individuals worldwide. AD pathophysiology involves the accumulation of beta-amyloid plaques and neurofibrillary tangles in the brain, along with chronic neuroinflammation and neurodegeneration. Physical exercise (PE) is a beneficial non-pharmacological strategy and has been described as an ally to combat cognitive decline in individuals with AD. However, the molecular mechanisms that govern the beneficial adaptations induced by PE in AD are not fully elucidated. MicroRNAs are small non-coding RNAs involved in the post-transcriptional regulation of gene expression, inhibiting or degrading their target mRNAs. MicroRNAs are involved in physiological processes that govern normal brain function and deregulated microRNA profiles are associated with the development and progression of AD. It is also known that PE changes microRNA expression profile in the circulation and in target tissues and organs. Thus, this review aimed to identify the role of deregulated microRNAs in the pathophysiology of AD and explore the possible role of the modulation of microRNAs as a molecular mechanism involved in the beneficial actions of PE in AD.