Adolescence represents a critical period of neurodevelopment during which brain-derived neurotrophic factor (BDNF) plays a fundamental role in neuronal survival and synaptic plasticity. While exercise-BDNF relationships are well-documented in adults, evidence in adolescents remains limited and inconsistent. This systematic review examined the effects of exercise modalities on circulating BDNF concentrations in adolescent populations. A systematic search was conducted following PRISMA guidelines across multiple databases (FECYT, PubMed, SPORTDiscus, ProQuest Central, SCOPUS, Cochrane Library) through June 2025. Inclusion criteria comprised adolescents, exercise interventions, BDNF outcomes, and randomized controlled trial design. Methodological quality was assessed using the PEDro scale. From 130 initially identified articles, 8 randomized controlled trials were included, with 4 rated as excellent and the other 4 as good quality. Exercise modalities included aerobic, resistance, concurrent, high-intensity interval training, Taekwondo, and whole-body vibration, with durations ranging 6-24 weeks. Four studies demonstrated statistically significant BDNF increases following exercise interventions, four showed no significant changes, and one reported transient reduction. Positive outcomes occurred primarily with vigorous-intensity protocols implemented for a minimum of six weeks. Meta-analysis was not feasible due to high heterogeneity in populations, interventions, and control conditions. Moreover, variation in post-exercise sampling timing further limited comparability of BDNF results. Future research should standardize protocols and examine longer interventions to clarify exercise-BDNF relationships in adolescents.