Emerging evidence indicates that the activation of indoleamine-2,3-dioxygenase (IDO), a first and rate-limiting enzyme in the kynurenine (KYN) pathway, is involved in amyloid-beta (Aβ1-42)-neurotoxicity and Alzheimer’s disease (AD) pathogenesis. Physical exercise has been considered an effective intervention in AD, attenuating or limiting their progression. Nevertheless, the neurobiological mechanisms underlying the neuroprotective effects of exercise have not yet been fully elucidated. In present study, we investigated the protective effect of an 8-week swimming training (ST) exercise on cognitive and non-cognitive functions and its role in modulating biomarkers of KYN pathway, before an intracerebroventricular (i.c.v.) injection of Aβ1-42 (400 pmol/animal; 3 μl/site) peptide in mice. Our results demonstrated that ST was effective in preventing the following behavioural disturbances caused by Aβ1-42 injection: memory impairment in the object recognition test and depressive/anxiety-like behaviour in the tail suspension test and elevated plus-maze test, respectively. ST abrogated the neuroinflammatory response and neurotrophic deficiency in the prefrontal cortex and hippocampus induced by Aβ1-42. Also, Aβ1-42 increased IDO activity, KYN and tryptophan (TRP) levels and KYN:TRP ratio in the prefrontal cortex and hippocampus − alterations that were blocked by ST. It can be concluded that ST prevented behavioural and neurobiological deficits induced by Aβ1-42, and suggest that these neuroprotective effects are likely to involve the inhibition of inflammation/IDO activation and up-regulation of neurotrophic factors in brain of mice. Thus, it is possible that physical exercise can be used as a non-pharmacological approach to alleviates both cognitive and non-cognitive symptoms of AD.