Studies show that the life expectancy of the world population is increasing and consequently the elderly population. With aging is observed a loss of cognitive skills that can occur pathologically such as Alzheimer's disease (AD). AD is a neurodegenerative disease characterized by the accumulation of extraneuronal amyloid plaques and intraneuronal neurofibrillar entanglements located in regions of the temporal lobe, which result in progressive cognitive decline. Physical activity programs can reduce the risk of AD development. Thus, this study aimed to portray the pathophysiological aspects of AD, and the practice of physical exercise as a non-pharmacological method in its prevention. The research was carried out from a bibliographic review of specialized literature, being consulted scientific articles located in the databases Medline, Scielo, Lilacs, Google Academic and the portal of CAPES Journals published until 2019 and additionally consultation of academic books to complement the research. Physical exercises can prevent and delay the disease, in addition to physical benefits such as improved psychological state, behavior disorders, improved ability to perform daily life activities, reduced risk of falls and the social relationship of the patient.