Omega-3 fatty acids (i.e. docosahexaenoic acid; DHA), similar to exercise, improve cognitive function, promote neuroplasticity, and protect against neurological lesion. In this study, we investigated a possible synergistic action between DHA dietary supplementation and voluntary exercise on modulating synaptic plasticity and cognition. Rats received DHA dietary supplementation (1.25% DHA) with or without voluntary exercise for 12 days. We found that the DHA-enriched diet significantly increased spatial learning ability, and these effects were enhanced by exercise. The DHA-enriched diet increased levels of pro-brain-derived neurotrophic factor (BDNF) and mature BDNF, whereas the additional application of exercise boosted the levels of both. Furthermore, the levels of the activated forms of CREB and synapsin I were incremented by the DHA-enriched diet with greater elevation by the concurrent application of exercise. While the DHA diet reduced hippocampal oxidized protein levels, a combination of a DHA diet and exercise resulted in a greater reduction rate. The levels of activated forms of hippocampal Akt and CaMKII were increased by the DHA-enriched diet, and with even greater elevation by a combination of diet and exercise. Akt and CaMKII signaling are crucial step by which BDNF exerts its action on synaptic plasticity and learning and memory. These results indicate that the DHA diet enhanced the effects of exercise on cognition and BDNF-related synaptic plasticity, a capacity that may be used to promote mental health and reduce risk of neurological disorders.