Recent studies have shown the health benefits of physical exercise, increasing the oxidative response of muscle. However, the effects of exercise on the brain are poorly understood and contradictory. The inhibition of creatine kinase (CK) activity has been associated with the pathogenesis of a large number of diseases, especially in the brain. The objective of this study was to determine the preventive effects of physical exercise in the hippocampus and cerebral cortex of mice after chronic cigarette smoke exposure. Eight to 10-week-old male mice (C57BL-6) were divided into four groups and submitted to an exercise program (swimming), 5 times a week, for 8 weeks. After this period, the animals were passively exposed to cigarette smoke for 60 consecutive days, 3 times a day (4 Marlboro red cigarettes per session), for a total of 12 cigarettes. CK activity was measured in cerebral cortex and hippocampal homogenates. Enzyme activity was inhibited in the cerebral cortex of animals submitted to the inhalation of cigarette smoke. However, exercise prevented this inhibition. In contrast, CK activity remained unchanged in the hippocampus. This inhibition of CK by inhalation of cigarette smoke might be related to the process of cell death. Physical exercise played a preventive role in the inhibition of CK activity caused by exposure to cigarette smoke.