This chapter explores the integration of basic and applied research in sport and exercise psychophysiology, focusing on the dynamic interplay between psychological and physiological parameters. Basic research is discussed with findings from animal models on the fundamental mechanisms of how exercise impacts brain neuroplasticity. Key areas of applied research examine how scientists have combined new technology with perceptual and behavioral measures to investigate psychophysiological regulation before, during, and post-exercise and sports sessions. Additionally, we discuss how theoretical frameworks have guided research questions and describe the main performance modulation techniques, such as brain stimulation, mental training, music, and psychological pressure, which have been used to modulate the brain and improve exercise performance. Overall, this chapter offers a comprehensive understanding of the mind-body connection by discussing the advantages and limitations of integrating basic and applied research in sport and exercise psychophysiology, providing valuable insights for optimizing performance and promoting long-term brain health in athletes and the general exercising population.