There is plenty of evidence that regular exercise improves memory and thinking through both direct and indirect means.
NY Times recently reported that physically fit children absorb new information more effectively. A study of almost 12,000 schoolchildren was published in The Journal of Pediatrics, that links each child physical fitness to their academic achievement in English and math.
Exercise sharpens your mind at any age. In fact, researchers from the University of British Columbia found that regular aerobic exercise of women over 70 increases the size of the hippocampus, the area of the brain responsible for memory and learning. Other types of exercise like muscle toning did not produce the same results.
It seems that the exercise increases oxygen flow to the brain, which in turn helps you learn new material.
In our classes, we incorporate sports and dance into the program. Kids love it, and if it helps with learning, all the better!