From year to year, we know more about neurodegeneration and Parkinson’s disease (PD). A positive influence of various types of physical activity is more often described in the context of neuroprotection and prevention as well as the form of rehabilitation in Parkinson’s patients. Moreover, when we look at supplementation, clinical nutrition and dietetics, we will see that balancing consumed products and supplementing the vitamins or minerals is necessary. Considering the biochemical pathways in skeletal muscle, we may see that many researchers desire to identify molecular mediators that have an impact through exercise and balanced diet on human health or development of the neurodegenerative disease. Therefore, it is mandatory to study the potential mechanism(s) related to diet and factors resulted from physical activity as molecular mediators, which play a therapeutic role in PD. This review summarizes the available literature on mechanisms and specific pathways involved in diet-exercise relationship and discusses how therapy, including appropriate exercises and diet that influence molecular mediators, may significantly slow down the progress of neurodegenerative processes. We suggest that a proper diet combined with physical activity will be a good solution for psycho-muscle BALANCE not only in PD but also in other neurodegenerative diseases.