Although exercise improves cognition, the specific molecules responsible for these beneficial effects remain unclear. Here, we propose that the myokine Serpina1e acts as a molecular mediator for these effects. Using an in vivo myokine-labeling mouse model, we confirmed that the Serpina1 family of proteins are increased after 4 weeks of aerobic exercise. Systemic delivery of recombinant Serpina1e enhanced hippocampal memory formation, promoted hippocampal neurogenesis, and elevated BDNF levels. Moreover, plasma Serpina1e can cross the blood–cerebral spinal fluid (CSF) barrier and blood–brain barrier to reach the brain, thereby influencing hippocampal function. In vivo Serpina1e infusion also induced cognitive enhancement. Our findings suggest that Serpina1e is a myokine that migrates to the hippocampus and mediates exercise-induced memory enhancement by triggering neurotrophic growth signaling. This molecular mechanism underlying the beneficial effects of exercise on cognitive function may have implications for the development of therapeutic interventions for alleviating cognitive disorders.