As you grow older you tend to become more forgetful. However, memory loss and difficulties in concentrating can happen at any age. Common causes include lack of sleep, depression, stress and anxiety, allergies and hormonal imbalances. Poor nutrition is often thought to cause memory problems, so make sure you eat a healthy diet. Gentle exercise increases the flow of blood to the brain and may help to improve brain function. Various supplements are useful for individuals who suffer from memory loss.