The aim of this study was the effect of a course of aerobic exercises on depression and oxidative stress factor changes in the hippocampus and prefrontal cortex of rats with Alzheimer's disease. For this purpose, 40 8-week-old male Wistar rats with an average weight of 237±33 grams were randomly divided into four groups of 10: control, exercise, Alzheimer's, and exercise+Alzheimer's. The training protocol consisted of 12 weeks of running on a treadmill at a speed of 12 meters per minute and for 30 minutes in each session. At the end of the training period, the tests of feeding sensation suppression and tail suspension were performed to estimate depression as well as hippocampal and prefrontal malondialdehyde levels using the Bradford method. Also, in order to induce Alzheimer's, an amount of three mg/kg of streptozocin in a volume of five microliters of sterile distilled water was injected into the ventricle of the brain. The results showed that exercise training caused a significant decrease in depression in eating delay tests and immobility duration in Alzheimer's rats. Also, exercise caused a significant decrease in malondialdehyde levels in the hippocampus of Alzheimer's rats, while a significant difference was observed in the prefrontal area. It didn't happen. It seems that sports activity creates immunity against Alzheimer's and is probably effective in preventing depression in Alzheimer's patients.