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Background: Consistent evidence suggests that exercise improves cognition and decision making, with preliminary evidence suggesting that brain-derived neurotrophic factors (BDNFs) may mediate these effects on high-intensity interval activities, such as in football playing. We conducted a systematic review of studies on football players or football task interventions that evaluated the causality of exercise or its relationship with changes in the basal BDNF level. Methods: The search was conducted in PubMed, SPORTDiscus, Cochrane, and FECYT (Web of Sciences, CCC, DIIDW, KJD, MEDLINE, RSCI, and SCIELO) according to the guidelines for performing systematic reviews in the sport sciences field. Results: From the 44 studies initially identified, seven studies were fully reviewed, and their outcome measures were extracted and analysed. In the scientific study of football, the studies published thus far have explored the relationship of serum BDNF levels and other cognitive function factors with the genetic expression of polymorphisms, the anthropometric and fitness conditions, the acute exercise effect of the match, and the typical actions of the match such as heading. Conclusions: The heterogeneity of designs and variables evaluated in studies related to BDNF exercise or interaction and football playing does not allow us to conclusively determine that there is a relationship with the cause or effect of genetic, anthropometric, or conditional factors that derive from an increase in BDNF due to actions during the playing of football.