The importance of physical activity (PA) to people's health has become a consensus around the world, and regular long-term PA has been accepted as an alternative preventive measure for many chronic medical conditions. Although the daily PA have several benefits for the public, the systematic research on its effect in human physiology, cognition and cerebral nerve level is not fully studied. Hence, in this study, we aim to investigate this question in several specific aspects: basal heart rate, executive function, and neural oscillatory activity in the brain. A total of 146 subjects participated in this study and they were divided into two groups. One group (SG) is the long-term training (more than 8 years) subjects in soccer (n = 31), and the other group (CG) is a normal control group (n = 115). The heart rate was monitored with a portable equipment. Besides, 24 subjects (14 in SG and 10 in CG) participated the Go/No-Go task and EEG recording before and after exercise fatigue task. In the physiology level, we found that in the non-training time, the heart rate in CG group is significantly higher than that of the SG group ( < 0.001). In the cognition level, we found that the SG group has a faster reaction time that that of CG group ( < 0.01), while for the accuracy, two groups did show significant difference. In the neural level in the brain, we found a significant abnormal increased beta-band (around 25 Hz) activity in CG group after the exercise fatigue task immediately. Long-term high-intensity physical activity reduces basal heart rate, improves executive function, and improve the central tolerance of the body under the stimulation of fatigue and stress. These benefits of long-term activity could be used as a manual to guide people's healthy life.