Impaired cholesterol synthesizing ability is considered a risk factor for the development of Alzheimer’s disease (AD), as evidenced by reduced levels of key proteases in the brain that mediate cholesterol synthesis; however, cholesterol deposition has been found in neurons in tangles in the brains of AD patients. Although it has been shown that statins, which inhibit cholesterol synthesis, reduce the incidence of AD, this seems paradoxical for AD patients whose cholesterol synthesizing capacity is already impaired. In this study, we aimed to investigate the effects of aerobic exercise on cholesterol metabolism in the brains of APP/PS1 mice and to reveal the mechanisms by which aerobic exercise improves cognitive function in APP/PS1 mice. Our study demonstrates that the reduction of SEC24D protein, a component of coat protein complex II (COPII), is a key factor in the reduction of cholesterol synthesis in the brain of APP/PS1 mice. 12 weeks of aerobic exercise was able to promote the recovery of SEC24D protein levels in the brain through activation of protein kinase B (AKT), which in turn promoted the expression of mem-brane-bound sterol regulatory element-binding protein 2 (SREBP2) nuclear translocation and the expression of key proteases mediating cholesterol synthesis. Simultaneous aerobic exercise restored cholesterol transport capacity in the brain of APP/PS1 mice with the ability to efflux excess cholesterol from neurons and reduced neuronal lipid rafts, thereby reducing cleavage of the APP amyloid pathway. Our study emphasizes the potential of restoring intracerebral cholesterol homeostasis as a therapeutic strategy to alleviate cognitive impairment in AD patients.