We have evaluated the possibility that the action of voluntary exercise on the regulation of brain-derived neurotrophic factor (BDNF), a molecule important for rat hippocampal learning, could involve mechanisms of epigenetic regulation. We focused the studies on the Bdnf promoter IV, as this region is highly responsive to neuronal activity. We have found that exercise stimulates DNA demethylation in Bdnf promoter IV, and elevates levels of activated methyl-CpG-binding protein 2, as well as BDNF mRNA and protein in the rat hippocampus. Chromatin immunoprecipitation assay showed that exercise increases acetylation of histone H3, and protein assessment showed that exercise elevates the ratio of acetylated : total for histone H3 but had no effects on histone H4 levels. Exercise also reduces levels of the histone deacetylase 5 mRNA and protein implicated in the regulation of the Bdnf gene [N.M. Tsankova et al. (2006) Nat. Neurosci., 9, 519–525], but did not affect histone deacetylase 9. Exercise elevated the phosphorylated forms of calcium/calmodulin-dependent protein kinase II and cAMP response element binding protein, implicated in the pathways by which neural activity influences the epigenetic regulation of gene transcription, i.e. Bdnf. These results showing the influence of exercise on the remodeling of chromatin containing the Bdnf gene emphasize the importance of exercise on the control of gene transcription in the context of brain function and plasticity. Reported information about the impact of a behavior, inherently involved in the daily human routine, on the epigenome opens exciting new directions and therapeutic opportunities in the war against neurological and psychiatric disorders.