The findings also showed that people who had Alzheimer's disease or mild cognitive impairment experienced less gray matter volume reduction over time if their exercise-associated calorie burn was high.
"Our study is one of the largest to examine the relationship between physical activity and cognitive decline, and the results strongly support the notion that staying active maintains brain health," said James T Becker from University of Pittsburgh in the US.
They also were surveyed about how frequently they engaged in physical activities, such as walking, tennis, dancing and golfing, to assess their calorie expenditure or energy output per week.
Using mathematical modelling, researchers found that the individuals who burned the most calories had larger gray matter volumes in the frontal, temporal and parietal lobes of the brain, areas that are associated with memory, learning and performing complex cognitive tasks.
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"Gray matter houses all of the neurons in your brain, so its volume can reflect neuronal health. We also noted that these volumes increased if people became more active over five years leading up to their brain MRI," said Cyrus Raji from University of California Los Angeles.
"Rather than wait for memory loss, we might consider putting the patient on an exercise program and then rescan later to see if there are any changes in the brain," said Raji.
The findings were published in the Journal of Alzheimer's Disease.