http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3772595/ - brain derived neurotrophic factor (BDNF) serum level increase for what can be considered high intensity exercise.
http://www.medscape.com/viewarticle/723059 - resistance training induce BDNF release, from all of the body. BDNF can cross brain-blood barrier.
Rodents are easy to experiment with, but quite distant from humans in actual metabolism.