A growing body of clinical data has shown that patients with Alzheimer’s disease (AD) have symptoms such as liver dysfunction and microbial–gut–brain axis dysfunction in addition to brain pathology, presenting a systemic multisystemic pathogenesis. Considering the systemic benefits of exercise, here, we first observed the effects of long-term treadmill exercise on liver injuries in APP/PS1 transgenic AD mice and explored the potential mechanisms of the gut–liver–brain axis’s role in mediating exercise’s ability to reduce bacterial lipopolysaccharide (LPS) pathology in the brain. The results showed that the livers of the AD mice were in states of oxidative stress, while the mice after long-term treadmill exercise showed alleviation of their oxidative stress, their intestinal barriers were protected, and the ability of their Kupffer cells to hydrolyze LPS was improved, in addition to the accumulation of LPS in their brains being reduced. Notably, the livers of the AD mice were in immunosuppressed states, with lower pro-oxidative and antioxidative levels than the livers of the wild-type mice, while exercise increased both their oxidative and antioxidative levels. These results suggest that long-term exercise modulates hepatic redox homeostasis in AD mice, attenuates oxidative damage, and reduces the accumulation of LPS in the brain through the combined action of the intestine–liver–Kupffer cells.