Neurodegenerative diseases are marked by progressive neuronal damage and currently lack a cure. Recently, exercise has emerged as a promising non-pharmacological approach to potentially slow disease progression and enhance cognitive function. This narrative review summarizes the effects of various exercise modalities-including aerobic exercise, resistance training, and balance training-on four major neurodegenerative diseases (Alzheimer's disease, Parkinson's disease, Huntington's disease, and spinocerebellar ataxia), as well as their underlying molecular mechanisms. Evidence from existing studies suggests that aerobic exercise activates the AMPK/PGC-1α signaling pathway, promoting mitochondrial biogenesis and supporting astrocyte function, which in turn reduces β-amyloid accumulation and neuroinflammation. Resistance and balance training primarily improve muscle strength and coordination, leading to better motor performance and quality of life. Additionally, exercise modulates the release of neurotrophic factors, enhancing synaptic plasticity and neurogenesis. The review also discusses optimal exercise protocols tailored to specific diseases, providing a foundation for clinical application and future research. Moving forward, studies should focus on personalized exercise regimens and long-term outcomes to maximize the benefits of non-pharmacological interventions in neurodegenerative diseases.