Physical exercise is suggested for preventing or delaying senescence and Alzheimer’s disease (AD). We have examined its therapeutic value in the advanced stage of AD-like pathology in 3xTg-AD female mice through voluntary wheel running from 12 to 15 months of age. Mice submitted to exercise showed improved body fitness, immunorejuvenation, improvement of behavior and cognition, and reduced amyloid and tau pathology. Brain tissue analysis of aged 3xTg-AD mice showed high levels of oxidative damage. However, this damage was decreased by physical exercise through regulation of redox homeostasis. Network analyses showed that oxidative stress was a central event, which correlated with AD-like pathology and the AD-related behaviors of anxiety, apathy, and cognitive loss. This study corroborates the importance of redox mechanisms in the neuroprotective effect of physical exercise, and supports the theory of the crucial role of oxidative stress in the switch from normal brain aging to pathological aging and AD.