"Endurance exercise has been shown to boost the levels of chemical messengers that promote growth and reorganization in the brain. It’s therefore possible that animals with an increased penchant for endurance exercise may have beefed-up brains. Though a definite cause-and-effect relationship has not been proven, researchers have shown that within a species, the animals with the bigger brains are the ones that run longer than the rest."
It goes on to say that the data were too noisy to show that it applied within humans, but I will go with yes ;) lol