As people age worldwide, preserving and improving cognition in later life is becoming more urgent. Most of us share the intuition that physical exercise is a good way to ensure a healthier aging mind. After all, many of the older people who are cognitively successful are also physically active. This observation has generated a multitude of studies seeking a causal link between physical exercise and cognitive health. Indeed, the hundreds of studies that have already been conducted in older adults generally suggest a positive correlation between physical exercise and cognition (for reviews, see Angevaren, Aufdemkampe, Verhaar, Aleman, & Vanhees, 2008; Blondell, Hammersley-Mather, & Veerman, 2014; Colcombe & Kramer, 2003; Kelly et al., 2014b). We must be mindful, however, that a positive correlation between exercise and healthy cognition indicates only that they are found in the same people. Based merely on correlational evidence, we cannot know whether exercise directly improves cognitive aging or, conversely, whether healthy cognitive aging supports a more active lifestyle. Exercise and cognitive health may be inter-related in more complex ways, and third variables such as social interaction might be keeping people active and cognitively intact in aging.