A variety of factors has been associated with healthy brain aging, and epidemiological studies suggest that physical activity and nutritional supplements such as caffeine may reduce the risk of developing dementia and, in particular, Alzheimer’s disease (AD) in later life. Caffeine is known to act as a cognitive enhancer but has been also shown to positively affect exercise performance in endurance activities. We have previously observed that chronic oral caffeine supplementation and a treatment paradigm encompassing physical and cognitive stimulation by enriched environment (EE) housing can improve learning and memory performance and ameliorate hippocampal neuron loss in the Tg4-42 mouse model of AD. Here, we investigated whether these effects were synergistic. To that end, previous findings on individual treatments were complemented with unpublished, additional data and analyzed in depth by ANOVA followed by Bonferroni multiple comparison post tests. We further evaluated whether plasma neurofilament light chain levels reflect neuropathological and behavioral changes observed in the experimental groups. While a treatment combining physical activity and caffeine supplementation significantly improved learning and memory function compared to standard-housed vehicle-treated Tg4-42 in tasks such as the Morris water maze, no major additive effect outperforming the effects of the single interventions was observed.