Introduction: In recent decades the electroencephalogram has been used to study the effects of physical exercise on brain electrical activity, including new paradigms with nonlinear mathematics and chaos theory. Material and method: The aim of this research was to determine the effects of 30 minutes of aerobic physical exercise on brain neurophysiological activity during a baseline state. The sample consisted of 13 male volunteers (seven experimental and six controls). The recording of brain activity (electroencephalography) was performed through a brain-interface device Emotiv Epoc® while the students sat with their eyes closed for two minutes. The logs were performed before and after a 30-minute aerobic exercise. Results: delta waves show similar variations of Hurst indices between control and experimental group subjects in temporal and occipital prefrontal cortex, a similar situation that occurs with theta waves. Alpha waves turn out to be the most stable with few modifications between the first and second measurements. The beta waves show similar variations in the prefrontal and occipital regions between the control and experimental groups, but in the temporal region there are more modifications in the subjects who performed physical exercise. Gamma waves show greater variability in control subjects compared to experimental ones. Conclusions: The Hurst indices of delta, theta, alpha, beta and gamma waves of the prefrontal, temporal and occipital cortex at baseline increase and decrease, without finding a characteristic pattern after intervention with physical exercise.