Alzheimer's disease and related dementias are becoming more prevalent with the growing aging population. Physical exercise may improve aspects of cognitive function to decrease disease risk; however, the effects of moderator variables, such as exercise intensity, are still under investigation. We examined the dose-response relationship between aerobic exercise and cognitive function in sedentary older adults. Fourteen participants were randomized into a high-intensity, moderate-intensity, or low-intensity exercise group. Each group received supervised training three times per week for 12 weeks. Cognitive performance was assessed at baseline and at study completion to determine changes in executive function, reaction time, and memory. It was hypothesized that exercise would affect cognition in a dose-dependent manner, such that exercising at a higher aerobic intensity would elicit greater benefits for cognition. However, our preliminary data suggest a task-dependent dose-response relationship. High-intensity exercise led to the greatest improvement in performance on executive function tasks, moderate-intensity exercise led to the greatest improvement in memory, and low-intensity exercise led to the greatest reduction in reaction time. The results suggest that the optimal intensity of aerobic exercise for maximal cognitive benefit may depend on the cognitive domain. The examined cognitive domains recruit different brain regions for processing and physical exercise may elicit different mechanisms of action on the different regions of the brain. This research will inform physical activity guidelines for brain health to help reduce the risk of Alzheimer's disease and dementia.