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Brain-derived neurotrophic factor (BDNF) has an important role in regulating maintenance, growth and survival of neurons. However, the main source of circulating BDNF in response to exercise is unknown. To identify whether the brain is a source of BDNF during exercise, eight volunteers rowed for 4 h while simultaneous blood samples were obtained from the radial artery and the internal jugular vein. To further identify putative cerebral region(s) responsible for BDNF release, mouse brains were dissected and analysed for BDNF mRNA expression following treadmill exercise. In humans, a BDNF release from the brain was observed at rest (P < 0.05), and increased two- to threefold during exercise (P < 0.05). Both at rest and during exercise, the brain contributed 70–80% of circulating BDNF, while that contribution decreased following 1 h of recovery. In mice, exercise induced a three- to fivefold increase in BDNF mRNA expression in the hippocampus and cortex, peaking 2 h after the termination of exercise. These results suggest that the brain is a major but not the sole contributor to circulating BDNF. Moreover, the importance of the cortex and hippocampus as a source for plasma BDNF becomes even more prominent in response to exercise.