Researchers have shown that better physical fitness leads to better brian function! They tested 9 and 10-year-old children on a treadmill to see how fit they were, then they did MRI scans of their brains and measured different parts. The hippocampus, which is key to learning and memory was bigger in the children who were in the best physical condition. In animal and adult studies, a bigger hippocampus meant better performance on tests of brain function. So they tested all the children and found that those who were most physically fit were better able to remember and use information they were given.
This information isn't specific for ADHD, but it implies that regular exercise is good for everybody's brain. Memory and learning are part of the executive functions that are affected by ADHD, so get out there and exercise!