The physical limits of the human performance have been the object of study for a considerable time. Most of the research has focused on the locomotor muscles, lungs, and heart. As a consequence, much of the contemporary literature has ignored the importance of the brain in the regulation of exercise performance. With the introduction and development of new non-invasive devices, the knowledge regarding the behavior of the central nervous system during exercise has advanced. A first step has been provided from studies involving neuroimaging techniques where the role of specific brain areas have been identified during isolated muscle or whole-body exercise. Furthermore, a new interesting approach has been provided by studies involving non-invasive techniques to manipulate specific brain areas. These techniques most commonly involve the use of an electrical or magnetic field crossing the brain. In this regard, there has been emerging literature demonstrating the possibility to influence exercise outcomes in healthy people following stimulation of specific brain areas. Specifically, transcranial direct current stimulation (tDCS) has been recently used prior to exercise in order to improve exercise performance under a wide range of exercise types. In this review article, we discuss the evidence provided from experimental studies involving tDCS. The aim of this review is to provide a critical analysis of the experimental studies investigating the application of tDCS prior to exercise and how it influences brain function and performance. Finally, we provide a critical opinion of the usage of tDCS for exercise enhancement. This will consequently progress the current knowledge base regarding the effect of tDCS on exercise and provides both a methodological and theoretical foundation on which future research can be based.