Although when it is suggested we exercise most think first of regular activity focused on the physical parts of your body, e.g., muscles.

In fact it is well known that exercising through simultaneous physical and mental activites provides greater benefit to your overall well being.

Walking

While there are many well known mental and physical exercise programs, from supervised training at a gym to temples for meditation) often these are practiced separately.

Walking has always been my preferred exercise method as I can combine both the physical and mental.  (There are other combined forms, yoga being one of the most popular)

When I am walking in familiar territory the physical activity becomes unconscious or autonomic and so I can concentrate my thoughts on mental exercises.

The physical exercise relaxes my body leaving my mind more open to focus on a wide variety of thoughts, problems, visions and so on.

In the case where my route is not in familiar territory the mental exercise takes a different form, that is concentrating on the path I am taking, memorizing landmarks and such, but still constitutes exercising my mental capacities. 

Free Form

While a number of other exercise forms combine mental and physical (like the aforementioned yoga) there is usually a greater structure imposed on the exercise.

Walking can be very self directed both the physical and mental aspects hich is very much a part of its appeal to me a an exercise methodology.

If walking is your chosen method my only sugggestion would be to ensure you set golas to make sure you are practicing it enough to get the full benefits, both mental and physical.  

A target of 70,000 steps a week or more is considered the standard.