Alzheimer’s disease (AD) is the most common neurodegenerative disorder worldwide. Histopathologically, AD presents two pathognomonic hallmarks: (1) neurofibrillary tangles, characterized by intracellular deposits of hyperphosphorylated tau protein, and (2) extracellular amyloid deposits (amyloid plaques) in the brain vasculature (cerebral amyloid angiopathy; CAA). It has been proposed that vascular amyloid deposits could trigger neurovascular unit (NVU) dysfunction in AD. The NVU is composed primarily of astrocytic feet, endothelial cells, pericytes, and basement membrane. Although physical exercise is hypothesized to have beneficial effects against AD, it is unknown whether its positive effects extend to ameliorating CAA and improving the physiology of the NVU. We used the triple transgenic animal model for AD (3xTg-AD) at 13 months old and analyzed through behavioral and histological assays, the effect of voluntary physical exercise on cognitive functions, amyloid angiopathy, and the NVU. Our results show that 3xTg-AD mice develop vascular amyloid deposits which correlate with cognitive deficits and NVU alteration. Interestingly, the physical exercise regimen decreases amyloid angiopathy and correlates with an improvement in cognitive function as well as in the underlying integrity of the NVU components. Physical exercise could represent a key therapeutic approach in cerebral amyloid angiopathy and NVU stability in AD patients.