The health benefits of exercise and physical activity (PA) have been well researched and it is widely accepted that PA is crucial for maintaining health. One of the mechanisms by which exercise and PA exert their beneficial effects is through peripheral immune system adaptations. To date, very few studies have looked at the regulation of neuroimmune reactions in response to PA. We studied the effect of voluntary wheel running (VWR) on pro- and anti-inflammatory cytokine levels, patterns of glial cell activation and expression of immune receptors in the brains of female C57BL/6 mice. By using homozygous monocyte chemoattractant protein (MCP)-1 null mice, we investigated the role of this key immunoregulatory cytokine in mediating VWR-induced neuroinflammatory responses. We demonstrated that, compared to their sedentary counterparts, C57BL/6 mice exposed for seven weeks to VWR had increased levels of pro- and anti-inflammatory cytokines, markers of glial cell activation and a trend towards increased expression of toll-like receptor (TLR) 4 in the brain. Measurements of serum cytokines revealed that the alterations in brain cytokine levels could not be explained by the effects of PA on peripheral cytokine levels. We propose that the modified neuroimmune status observed in the VWR group represents an activated immune system, as opposed to a less activated immune system in the sedentary group. Since MCP-1 knockout mice displayed differing patterns of pro- and anti-inflammatory brain cytokine expression and glial activation when compared to their wild-type counterparts, we concluded that the effects of VWR on neuroimmune reactions may be modulated by MCP-1. These identified immunomodulatory effects of PA in the brain could contribute to the observed positive relationship between physically active lifestyles and a reduced risk for a number of neurodegenerative diseases that possess a significant neuroinflammatory component.