This paper studies and reveals the relationship between brain development and sport exercise. The degree of brain development has a crucial influence on a person’s cognitive learning ability and the development of the entire life trajectory. As we all know, the benefits of exercise are mainly in physical fitness, and the connection between it and the brain science is ignored by common people. By studying the relationship between students’ cognitive learning ability and physical exercise, this paper reveals the influence of exercise method and exercise time on the cognitive learning ability such as academic achievement, and observes the effect of exercise behavior on the secretion of white matter cellulose in the brain. Through many examples and brain studies, it’s shown that exercise can affect brain structure, enhance brain function, so this paper proposes how to positively and reasonably improve students’ attention and academic performance through exercise.