Physical activity has always been attributed with a favorable effect on human health. In recent years, the evidence for a positive impact of physical activity also on mental health, as well as for its neurobiological mechanisms, has been accumulated. Physical exercises cause an intensification of neurogenesis, mainly associated with increased production of the brain-derived neurotrophic factor (BDNF), and exert an anti-inflammatory effect on the immune system. These phenomena as well as a motivation for taking exercise show an association with polymorphism of the BDNF gene. Studies on the effect of physical activity on psychological status included various groups of patients. Physical exercises caused a decrease of depressive symptoms and also a decrease of negative and positive symptoms in schizophrenia. In schizophrenia patients such exercises resulted in an improvement of cognitive functions. In patients with symptoms of dementia, physical activity brought about an amelioration of cognitive functions, reduced behavioral disorders, improved level of independent functioning and regulates sleep. Physical activity can be also a protective factor for the development of dementia in the high-risk population. Physical exercises improved a number of sleep parameters in primary insomnia. In addictions to psychoactive substances, the exercise is important both for primary prevention as well as for reducing symptoms of withdrawal and for prolonging the abstinence. The data obtained so far allow to consider physical activity as a valuable and safe method, complementary to pharmacotherapy in many psychiatric disorders.