Introduction Physical exercise has gained increasing focus as a potential mean to maintain cognitive function in patients with Alzheimer's disease (AD). Alongside the markers of specific AD pathology (amyloid β and tau), other pathologies such as neuronal damage and synaptic loss have been proposed as markers of the disease. Here, we study the effect of physical exercise on biomarkers of neuronal and synaptic integrity. Methods Cerebrospinal fluid (CSF) from 51 AD subjects who participated in the randomized controlled trial Preserving Cognition, Quality of Life, Physical Health and Functional Ability in Alzheimer's Disease: The Effect of Physical Exercise (ADEX) was analyzed for the concentration of neurofilament light (NFL), neurogranin (Ng), visinin-like protein-1 (VILIP-1), and chitinase-3–like protein 1 (YKL-40). Participants were subjected to either 16 weeks of moderate- to high-intensity exercise (n = 25) or treatment as usual (control group, n = 26), and CSF was collected before and after intervention. Results No significant differences in CSF concentrations of VILIP-1, YKL-40, NFL, and Ng were observed when comparing mean change from baseline between the exercise and control groups. Similarly, when classifying subjects based on their exercise levels, no significant changes were observed for the biomarkers in the control group compared with the high-exercise group (attending 80% of the exercise sessions with an intensity of 70% of maximum heart rate or above). Discussion These results are not supportive of a modulatory effect of physical exercise on the selected biomarkers of neuronal and synaptic integrity in patients with AD.