A diet high in total fat (HF) reduces hippocampal levels of brain-derived neurotrophic factor (BDNF), a crucial modulator of synaptic plasticity, and a predictor of learning efficacy. We have evaluated the capacity of voluntary exercise to interact with the effects of diet at the molecular level. Animal groups were exposed to the HF diet for 2 months with and without access to voluntary wheel running. Exercise reversed the decrease in BDNF and its downstream effectors on plasticity such as synapsin I, a molecule with a key role in the modulation of neurotransmitter release by BDNF, and the transcription factor cyclic AMP response element binding protein (CREB), important for learning and memory. Furthermore, we found that exercise influenced the activational state of synapsin as well as of CREB, by increasing the phosphorylation of these molecules. In addition, exercise prevented the deficit in spatial learning induced by the diet, tested in the Morris water maze. Furthermore, levels of reactive oxygen species increased by the effects of the diet were decreased by exercise. Results indicate that exercise interacts with the same molecular systems disrupted by the HF diet, reversing their effects on neural function. Reactive oxygen species, and BDNF in conjunction with its downstream effectors on synaptic and neuronal plasticity, are common molecular targets for the action of the diet and exercise. Results unveil a possible molecular mechanism by which lifestyle factors can interact at a molecular level, and provide information for potential therapeutic applications to decrease the risk imposed by certain lifestyles.