A growing body of literature indicates a potential role for physical exercise in the treatment of attention deficit hyperactivity disorder (ADHD). Suggested effects include the reduction of ADHD core symptoms as well as improvements in executive functions. In the current review, we provide a short overview on the neurophysiological mechanisms assumed to underlie the beneficial effects of exercise. Further, we review the current evidence from experimental studies regarding both acute exercise and long-term interventions in ADHD. While the positive effects observed after acute aerobic exercise are promising, very few well-designed long-term intervention studies have been conducted yet. Moreover, although exercise effects have not yet been studied in borderline personality disorder (BPD), in the end of this paper we derive hypotheses why exercise could also be beneficial for this patient population.