The importance of physical activity in neuroscience is gaining increasing recognition. The question arises: What is the specific focus of exercise, and what factors contribute to the observed benefits of exercise in neuroscience? Various forms of exercise have been examined across physiological, psychological, and biochemical experiments within neuroscience. Still, there is a need for greater clarity to identify optimal exercise conditions, including the FITT-VP variables (frequency, intensity, type, and time). This chapter aims to shed light on the positive impacts of high-intensity training (HIT) exercises in facilitating physiological adaptation and exploring the newfound role in brain functions. Key areas explored include (1) exercise neuroscience at the structural level involving synaptic plasticity and neurogenesis; (2) functional level concerning behavioral development; and (3) molecular level addressing potential mechanisms underlying exercise-induced brain plasticity. Overall, high-intensity training emerges as a more cost-effective method for enhancing physiological adaptations, including improvements in aerobic capacity. Additionally, it has been shown to influence brain functions such as hippocampus-dependent learning and memory positively. These findings offer valuable insights into the practicality of high-intensity training for performance improvement and suggest directions for future research.