Exercise training could alleviate the motor dysfunction following cerebral ischemia. Clinical and basic experimental study studies have explored the mechanism underlying this phenomenon. However, the exact mechanism of pre-ischemic exercise intervention on nerve damage after cerebral ischemia is still not clear, which was summarized in this review. Exercise preconditioning could reduce inflammation reaction, decrease neuron apoptosis, alleviate blood brain barrier dysfunction, improve cerebrovascular system and mitigate glutamate toxicity, thus inducing brain ischemic tolerance. The elucidation of neuroprotective effect of exercise training is helpful for implementation of exercise intervention for stroke high risk population, reducing neurological deficits following ischemic stroke, resulting in beneficial influence on the whole society.