In recent years, the incidence of senile dementia is rising rapidly that have seriously affected lives of senility. This article generally describes senile dementia classification, pathology and symptoms, analyzes the influence which exercise has on central nerve system of senility, and approaches how to formulate exercise-prescription for such people. Research shows that moderate exercise for a long time can reduce the loss in the anterior horn of spinal cord neurons in the aging process; it means that exercise has a protective effect on neurons. In addition, exercise can improve spatial learning behavior, but clearly shows that exercise plays a positive role in prevention of brain aging. Various forms of exercise can help pyramidal cells dendritic spines within the cerebral cortex on the rise, therefore, physical exercise can improve the function of cerebral cortex, strengthen people’s intelligence. In addition, exercise to a certain extent can reduce anxiety; old people who take frequent exercise have a better cognition, better sensory memory, short-term memory and long-term memory than those who do not. In general, old people who take frequent exercise have short reaction time in need to do concentrate work, which is of great significance to delay the onset of senile dementia.