It is widely accepted that lifestyle plays a crucial role on the quality of life in individuals, particularly in western societies where poor diet is correlated to alterations in behavior and the increased possibility of developing type-2 diabetes. While exercising is known to produce improvements to overall health, there is conflicting evidence on how much of an effect exercise has staving off the development of type-2 diabetes or counteracting the effects of diet on anxiety. Thus, this study investigated the effects of voluntary wheel-running access on the progression of diabetes-like symptoms and open field and light-dark box behaviors in C57BL/6J mice fed a high-fat diet. C57BL/6J mice were placed into either running-wheel cages or cages without a running-wheel, given either regular chow or a high-fat diet, and their body mass, food consumption, glucose tolerance, insulin and c-peptide levels were measured. Mice were also exposed to the open field and light-dark box tests for anxiety-like behaviors. Access to a running-wheel partially attenuated the obesity and hyperinsulinemia associated with high-fat diet consumption in these mice, but did not affect glucose tolerance or c-peptide levels. Wheel-running strongly increased anxiety-like and decreased explorative-like behaviors in the open field and light-dark box, while high-fat diet consumption produced smaller increases in anxiety. These results suggest that voluntary wheel-running can assuage some, but not all, of the physiological problems associated with high-fat diet consumption, and can modify anxiety-like behaviors regardless of diet consumed.