The epigenetic clock is defined by the DNA methylation (DNAm) level and has been extensively applied to distinguish biological age from chronological age. Aging-related neurodegeneration is associated with epigenetic alteration, which determines the status of diseases. In recent years, extensive research has shown that physical exercise (PE) can affect the DNAm level, implying a reversal of the epigenetic clock in neurodegeneration. PE also regulates brain plasticity, neuroinflammation, and molecular signaling cascades associated with epigenetics. This review summarizes the effects of PE on neurodegenerative diseases via both general and disease-specific DNAm mechanisms, and discusses epigenetic modifications that alleviate the pathological symptoms of these diseases. This may lead to probing of the underpinnings of neurodegenerative disorders and provide valuable therapeutic references for cognitive and motor dysfunction.