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Schizophrenia is associated with pervasive cognitive deficits which are unresponsive to antipsychotic medications. Physical exercise has been shown to improve cognitive functioning in people with schizophrenia, although the mechanisms for this are unclear. We conducted a systematic review of all exercise intervention studies which reported changes in brain structure, connectivity or peripheral biomarkers which could underlie cognitive improvements from exercise in schizophrenia. An electronic database search was conducted on 22 September 2016 using keywords relevant to exercise and neurocognition in schizophrenia. The search returned 2342 articles. Sixteen were eligible for inclusion, reporting data from 14 independent trials of 423 patients with schizophrenia. Seven studies used neuroimaging to examine the impact of exercise on brain structure and connectivity in schizophrenia, whereas seven other studies examined peripheral biomarkers to assess the effects of exercise. Imaging studies collectively indicated that exercise can increase brain volume in people with schizophrenia, although the regions which responded to exercise varied across studies. Most biomarker studies assessed the effects of exercise on serum levels of BDNF. Several studies found significant increases from exercise along with positive correlations between BDNF and cognitive enhancements (indicating a mechanistic link), although other studies did not observe this relationship. In conclusion, the cognitive benefits of exercise in schizophrenia may be due to exercise stimulating neurogenesis, perhaps by up-regulating BDNF, although current evidence is insufficient to draw definitive conclusions. Further exploration of the pro-cognitive mechanisms of exercise in schizophrenia would inform the development of optimal interventions for reducing cognitive impairments in this population. Linked Articles This article is part of a themed section on Pharmacology of Cognition: a Panacea for Neuropsychiatric Disease? To view the other articles in this section visit http://onlinelibrary.wiley.com/doi/10.1111/bph.v174.19/issuetoc. [ABSTRACT FROM AUTHOR]