A six-month randomized controlled trial evaluated the effects of high-intensity aerobic exercise versus stretching on cognitive function and biomarkers in older adults with mild cognitive impairment (MCI). The study involved 33 participants, 17 women, aged 55–85 years. Aerobic exercise improved cognitive performance, particularly in executive functions, glucose metabolism, and hypothalamic-pituitary-adrenal (HPA) axis activity in women, while men showed improvements in insulin-like growth factor I (IGF-I) and Trails B performance. Women experienced reduced fasting plasma levels of insulin, cortisol, and brain-derived neurotrophic factor (BDNF), while men had increased IGF-I. Aerobic exercise also led to reduced body fat and improved cardiorespiratory fitness in both groups. The study highlights sex-specific differences in cognitive response to exercise, with aerobic exercise offering protective benefits for women at risk of cognitive decline. The findings suggest that aerobic exercise may enhance cognitive function through mechanisms involving glucoregulation, HPA axis activity, and neurotrophic factors. The study underscores the potential of aerobic exercise as a non-pharmacological intervention for improving cognitive function in older adults with MCI, particularly for women. Limitations include a small sample size and potential selection bias. The results emphasize the importance of considering sex differences in future research on exercise and cognition.A six-month randomized controlled trial evaluated the effects of high-intensity aerobic exercise versus stretching on cognitive function and biomarkers in older adults with mild cognitive impairment (MCI). The study involved 33 participants, 17 women, aged 55–85 years. Aerobic exercise improved cognitive performance, particularly in executive functions, glucose metabolism, and hypothalamic-pituitary-adrenal (HPA) axis activity in women, while men showed improvements in insulin-like growth factor I (IGF-I) and Trails B performance. Women experienced reduced fasting plasma levels of insulin, cortisol, and brain-derived neurotrophic factor (BDNF), while men had increased IGF-I. Aerobic exercise also led to reduced body fat and improved cardiorespiratory fitness in both groups. The study highlights sex-specific differences in cognitive response to exercise, with aerobic exercise offering protective benefits for women at risk of cognitive decline. The findings suggest that aerobic exercise may enhance cognitive function through mechanisms involving glucoregulation, HPA axis activity, and neurotrophic factors. The study underscores the potential of aerobic exercise as a non-pharmacological intervention for improving cognitive function in older adults with MCI, particularly for women. Limitations include a small sample size and potential selection bias. The results emphasize the importance of considering sex differences in future research on exercise and cognition.