Physical exercise can improve brain function and delay neurodegeneration; however, the initial signal from muscle to brain is unknown. Here we show that the lactate receptor (HCAR1) is highly enriched in pial fibroblast-like cells that line the vessels supplying blood to the brain, and in pericyte-like cells along intracerebral microvessels. Activation of HCAR1 enhances cerebral vascular endothelial growth factor A (VEGFA) and cerebral angiogenesis. High-intensity interval exercise (5 days weekly for 7 weeks), as well as L-lactate subcutaneous injection that leads to an increase in blood lactate levels similar to exercise, increases brain VEGFA protein and capillary density in wild-type mice, but not in knockout mice lacking HCAR1. In contrast, skeletal muscle shows no vascular HCAR1 expression and no HCAR1-dependent change in vascularization induced by exercise or lactate. Thus, we demonstrate that a substance released by exercising skeletal muscle induces supportive effects in brain through an identified receptor.