Objective Exercise enhances BDNF transcription in the brain and increases BDNF blood levels in healthy humans. The purpose of this study was to investigate the effects of exercise on body composition, urinary BDNF (brain-derived neurotrophic factor) and urinary GH (growth hormone) in children. Methods The subjects of this study were 26 children, who were divided into combined exercise group (EG, n = 13), control group (CG, n = 13). The exercise program conducted 50~60 minutes for a time, 3 times per a day, one time a week, for 16-week. We measured 3 times (before-exercise, after 8-week, post-exercise) body composition (weight, body fat mass, body fat percentage and muscle mass) by Inbody 720 (Biospace, Korea), and urinary BDNF and urinary GH by ELISA (sandwich enzyme-linked immunosorbant assay). Results The comparison of means difference before and after intervention between group, height (P < .01) of EG were more significant increased than CG. And the comparison of means different from before within EG by paired samples t-test, weight (P < .01), muscle mass (P < .05), urinary BDNF (P < .01) and urinary GH (P < .001) were increased than before-exercise. Body fat percentage (P < .01) was decreased than before-exercise. Conclusion Urinary BDNF levels in children are significantly elevated in response to exercise. It was found possibility that exercise can be increased brain nerve growth cell and cognitive function.