Data suggests that multiple neuromodulators may explain the antidepressant properties of exercise, yet most of the recent work has focused on the role that BDNF has on exercise for several reasons. First, BDNF supports neurogenesis and the survival and growth of many types of neurons. It is a primary modulator of several neurotransmitters and plays a key role in neuronal survival and synaptic strength [88]. BDNF enhances brain plasticity and could be involved in improving cognition by enhancing learning and memory functions of the hippocampus (i.e., memory consolidation, storage, and long-term memory) [91, 92]. Thus, BDNF resembles the neuroprotection observed from lithium treatment. Lithium decreases gene expression of the protein, GSK3, which increases levels of neuroprotective proteins, such as BDNF. Thus, BDNF may be a crucial mediator in the neurochemical pathway linking lithium with neuroprotection, or increase in grey matter density, in the anterior cingulate gyrus and the hippocampus [93, 94].