The practice of regular physical activity provides several benefits related mainly to the improvement of health and quality of life, as well as the control of risk factors for diseases, a topic widely recognized today. However, recent studies have shown that the relationship between physical activity and cognition is allowing great advances and positive results. In the present work and through a systematic review, the current evidence that establishes the causality of neurophysiological changes in the brain structure of healthy children and with pathologies is compiled. A total of 23 studies were selected and analyzed through which it was possible to conclude that there is a beneficial association between long-term physical activity and changes in neurophysiological functions.