Physical activity improves brain function in the same regions adversely affected by stress and lack of sleep. A 2003 review of 43 studies found that a single bout of moderate aerobic exercise temporarily improved executive function, or the ability to plan and carry out tasks quickly and efficiently. Another analysis, which combined the results of 18 studies, found that regular exercise yielded more long-term improvements in executive function among previously sedentary older adults.

Exercise increases blood circulation to the brain and enhances neural activity. But that may not be the whole story. "We don't know whether exercise all by itself helps you concentrate and think more clearly," says Phillip Tomporowski, Ph.D., an associate professor of kinesiology at the University of Georgia and author of the 2003 review. "Perhaps it's partly due to the stress relief or social interaction involved. What we do know," he adds, "is that it doesn't matter so much what you do as long as you are active."