Peripheral nerve injury (PNI) activates the immune system, resulting in increased proinflammatory cytokines at the site of injury and in the spinal cord dorsal horn. Exercise modulates the immune system promoting an anti-inflammatory phenotype of macrophages in uninjured muscle, and increases in anti-inflammatory cytokines can promote healing and analgesia. We proposed that PNI will decrease, and treadmill exercise will increase, release of anti-inflammatory cytokines at the site of injury and in the spinal cord. We show that 2 weeks of treadmill exercise improves neuropathic pain behaviors in mice: mechanical hyperalgesia, escape and avoidance behavior, and spontaneous locomotor activity. Peripheral nerve injury reduced anti-inflammatory cytokines (interleukin-4 [IL-4], IL-1ra, and IL-5) at the site of nerve injury and in the spinal dorsal horn, whereas exercise restored IL-4, IL-1ra, and IL-5 concentrations to preinjury levels. IL4−/− mice and mice treated with IL-4 antibody did not develop analgesia to treadmill exercise. Using immunohistochemical staining of the sciatic nerve, treadmill exercise increased the percentage of M2 macrophages (secretes anti-inflammatory cytokines) and decreased M1 macrophages (secretes proinflammatory cytokines) when compared with sedentary mice. The increased M2 and decreased M1 macrophages in exercised mice did not occur in IL-4−/− mice. In the spinal cord, PNI increased glial cell activation, brain-derived neurotrophic factor and β-nerve growth factor levels, and decreased IL-4 and IL-1ra levels, whereas treadmill exercise suppressed glial cells activation (Glial Fibrillary Acidic Protein and Iba1 immunoreactivity), reduced brain-derived neurotrophic factor and β-nerve growth factor, and increased IL-4, IL-1ra, and IL-5 concentrations. Our results suggest that IL-4 mediates the analgesia produced by low-intensity exercise by modulating peripheral and central neuroimmune responses in mice with neuropathic pain.