Clinical studies suggest that regular and moderate physical activity has a positive influence on the general health of individuals, including neuro-psychological well-being. In particular, physical exercise can improve memory storage and learning ability, thus reducing the risk of developing serious neurodegenerative diseases and some forms of dementia. The same should happen for brain aging, where cognitive decline has been mainly related to dysregulation of synaptic function, in turn associated with changes in multiple intracellular processes, including protein turnover and activity that appear to be crucial in brain aging. Since the influence of physical exercise on this aspect is not yet clear, the aim of our investigation was to evaluate, through proteomic analysis, whether physical exercise can modulate the expression of proteins potentially implicated in cognitive functions. We used adult female CD-1 mice, a healthy control strain, and divided animals in sedentary and trained groups. After different periods (2,4 and 6 months) of treadmill training, the mouse hippocampal proteome was analyzed using two-dimensional electrophoresis and MALDI TOF/TOF mass spectrometry. Exercise influenced the expression of 18 proteins, whose expression was confirmed by LIFT technology and Western Blot analysis. These proteins are involved in several processes such as enhancing antioxidant defence, maintaining the efficiency of mitochondrial energy metabolism and cellular plasticity. Our data would indicate that the exercise-modified activity of these molecules could be relevant to support the brain’s capacity for learning and memory storage and, therefore, to preserve the cognitive performance against age-related decline.