The beneficial effects of exercise on brain function have been demonstrated in animal models and in a growing number of clinical studies on humans. There are multiple mechanisms that account for the brain-enhancing effects of exercise, including neuroinflammation, vascularization, antioxidation, energy adaptation, and regulations on neurotrophic factors and neurotransmitters. Dopamine (DA), noradrenaline (NE), and serotonin (5-HT) are the three major monoamine neurotransmitters that are known to be modulated by exercise. This review focuses on how these three neurotransmitters contribute to exercise affecting brain function and how it can work against neurological disorders.