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In this study, the effects of a 12-week exercise program combining aerobic and resistance training on high-fat diet-induced obese Sprague Dawley (SD) rats after the injection of beta-amyloid into the cerebral ventricle were investigated. Changes in physical fitness, cognitive function, blood levels of beta-amyloid and metabolic factors, and protein expressions of neurotrophic factors related to brain function such as BDNF (brain-derived neurotrophic factor) in the quadriceps femoris, hippocampus, and cerebral cortex were analyzed. The subjects were thirty-two 10-week-old SD rats (DBL Co., Ltd., Seoul, Korea). The rats were randomized into four groups: β-Non-Ex group (n = 8) with induced obesity and βA25-35 injection into the cerebral ventricle through stereotactic biopsy; β-Ex group (n = 8) with induced obesity, βA25-35 injection, and exercise; S-Non-Ex group (n = 8) with an injection of saline in lieu of βA25-35 as the control; and S-Ex group (n = 8) with saline injection and exercise. The 12-week exercise program combined aerobic training and resistance training. As for protein expressions of the factors related to brain function, the combined exercise program was shown to have a clear effect on activating the following factors: PGC-1α (peroxisome proliferator-activated receptor gamma coactivator 1-alpha), FNDC5 (fibronectin type III domain-containing protein 5), and BDNF in the quadriceps femoris; TrkB (Tropomyosin receptor kinase B), FNDC5, and BDNF in the hippocampus; PGC-1α, FNDC5, and BDNF in the cerebral cortex. The protein expression of β-amyloid in the cerebral cortex was significantly lower in the β-Ex group than in the β-Non-Ex group (p < 0.05). The 12-week intervention with the combined exercise program of aerobic and resistance training was shown to improve cardiopulmonary function, muscular endurance, and short-term memory. The results demonstrate a set of positive effects of the combined exercise program, which were presumed to have arisen mainly due to its alleviating effect on β-amyloid plaques, the main cause of reduced brain function, as well as the promotion of protein expressions of PGC-1α, FNDC5, and BDNF in the quadriceps femoris, hippocampus, and cerebral cortex.