Since developing an effective treatment for Alzheimer’s disease (AD) has been encountered as a challenging task, attempts to prevent cognitive decline by lifestyle modifications have become increasingly appealing. Physical exercise, healthy diet, and cognitive training are all modifiable, non-pharmacological lifestyle factors considered to influence cognitive health. Implementing lifestyle modifications on animal models of AD and cognitive impairment may reveal underlying mechanisms of action by which healthy lifestyle contribute to brain health. In mice, different types of lifestyle interventions have been shown to improve cognitive abilities, alleviate AD-related pathology and neuroinflammation, restore mitochondrial function, and have a positive impact on neurogenesis and cell survival. Different proteins and pathways have been identified to mediate some of the responses, amongst them BDNF, Akt-GSK3β, JNK, and ROCK pathway. Although some important pathways have been identified as mediating improvements in brain health, more research is needed to confirm these mechanisms of action and to improve the understanding of their interplay. Moreover, multidomain lifestyle interventions targeting multiple risk factors simultaneously may be a promising avenue in future dementia prevention strategies. Therefore, future work is needed to better understand the synergistic impact of combinatory lifestyle strategies on cellular mechanisms and brain health.