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Sedentary lifestyle and insufficient participation in physical activity have become a real health problem. Although the positive effects of regular physical activity on physical and mental health and on the prevention of chronic diseases are increasingly well documented in the literature, evidence examining the benefits of aerobic exercise and resistance training interventions for executive functioning are more controversial. Admittedly, the current debate is vigorous, but it provides promising research opportunities. More specifically, physical activity may facilitate self-regulation and the adoption of positive health behaviors, in addition to a probable improvement in executive functioning throughout the life span. Furthermore, the issue of how best to develop new efficient cognitive enhancement strategies is discussed through the concept of (sequential or simultaneous) motor-cognitive training. Finally, we argue that the physical activities and sports that could most successfully improve executive functioning should be accompanied by joy, personal fulfilment, and positive emotional investment. Further research investigating the determinants of long-term commitment to physical activity is urgently needed, through an in-depth investigation into whether an improvement in executive functioning through personalized motor-cognitive training plays an important role in maintaining high levels of physical activity.