The purpose of this study was to compare the neuroprotective effects of voluntary, involuntary, and forced exercise trainings on behavioral impairment as well as hippocampal Alzheimer's disease (AD) pathology and oxidative stress markers, and levels of neurotrophic factors in the rat model of AD. The rats were assigned to control, Alzheimer model, Alzheimer + voluntary exercise, Alzheimer + involuntary exercise, or Alzheimer + forced exercise group. The rat model of AD was established by D-(+)-Galactose (D-GAL) and AlCl 3 administration for 90 days. Voluntary, involuntary (swimming) or forced exercise (load-swimming) trainings were performed for 90 days starting with the D-GAL and AlCl 3 administration and then several behavioral tests were applied. Locomotor activity, exploratory behavior, and spatial memory were lower but anxiety levels were higher in the Alzheimer model group, than in the other groups (P < 0.05). The hippocampal levels of the amyloid beta 1–42, microtubule associated protein Tau, malondialdehyde, and protein carbonyl levels were higher, but brain-derived neurotrophic factor, nerve growth factor, glutathione and superoxide dismutase levels were lower in the Alzheimer model group, than in the other groups (P < 0.05). The results of the present study suggest that all exercise modalities almost equally attenuated non-cognitive and cognitive disturbances in a rat model of AD. Elevated neurotrophic factors, and improved oxidative stress could mediate these beneficial effects.