Physical exercise has beneficial effects on adult hippocampal neurogenesis (AHN) and cognitive processes, including learning. Although it is not known if anaerobic resistance training and high-intensity interval training, which involve alternating brief bouts of highly intense anaerobic activity with rest periods, have comparable effects on AHN. Also, while less thoroughly investigated, individual genetic diversity in the overall response to physical activity is likely to play a key role in the effects of exercise on AHN. Physical exercise has been shown to improve health on average, although the benefits may vary from person to person, perhaps due to genetic differences. Maximal aerobic capacity and metabolic health may improve significantly with aerobic exercise for some people, while the same amount of training may have little effect on others. This review discusses the AHN's capability for peripheral nervous system (PNS) regeneration and central nervous system (CNS) control via physical exercise. Exercise neurogenicity, effective genes, growth factors, and the neurotrophic factors involved in PNS regeneration and CNS control were discussed. Also, some disorders that could be affected by AHN and physical exercise are summarized.