Alzheimer’s disease (AD) is a neurodegenerative disease that causes central neuropathy. The close association between bone and brain reveals an intrinsic link between bone and AD. Bone is gaining attention as a bone endocrine organ, which secretes osteogenic factors (SOST, OCN, OPN), and generates microglia and bone marrow stem cells. These Factors and cells derived from bone cross the blood-brain barrier and regulate the physiological properties of the brain, so then improve the metabolic process of AD. Exercise regulates skeletal endocrine function, increases the secretion and expression of bone-derived factors, and ultimately delays AD pathological changes and improves the level of AD cognitive function. This paper focuses on the ameliorative effects of bone-derived factors on AD, and new approaches and perspectives on exercise stimulation of skeletal secretion to improve the AD process, providing new ideas for brain-bone interaction studies.