Physical exercise (PE) was proven crucial for cognitive health of both demented and cognitively intact individuals. Simultaneous cognitive training may augment PE beneficial effects in demented patients. However, it is still debatable how PE and/or cognitive training reflect on mild cognitive impairment (MCI) and pathological factors related to Alzheimer's disease, namely inflammatory cytokines interleukin (IL) 1 beta and 6, tumor necrosis factor alpha (TNF-α), amyloid beta (Αβ) peptides, total tau protein (t-tau) and tau phosphorylated at threonine 181 (p-tau181). In the current study, 74 MCI patients were allocated to three groups: non-intervention (Control), PE, and PE with cognitive training (Mixed). Blood serum was received at the Baseline and after the intervention (at 3 months). Levels of IL-1β, IL-6, TNF-α, Αβ, Αβ, tau and p-tau181 were determined with enzyme-linked immunosorbent assay. PE and Mixed interventions reduced the levels of IL-1β, IL-6 and of p-tau181. Augmented levels of Αβ and the ratio Αβ, and reduced ratio p-tau181/Αβ were verified only in the PE group. Reduced levels of TNF-α, Αβ and t-tau were verified only at the Mixed group. In addition, correlation analyses provided a significant interrelation between the alleviation of inflammation and p-tau181/Αβ reduction in patients of the Mixed intervention. These results suggest the beneficiary effect of PE and cognitive training on the regulation of inflammation resulting in mitigation of AD-related blood biomarkers and urge for their employment as non-pharmacological alternatives for stalling the progression of dementia.