Voluntary physical activities are known to modulate anxiety and depressive/like behaviors in both animals and humans. Brain derived neurotrophic factor (BDNF), has been reported to be elevated following exercise. BDNF, as well as type 2 corticotrophin releasing factor receptor (CRFR) 2, has been shown to mediate anxiety-like behavior. In the present study we examined the effects of long-term voluntary exercise on the transcripts for BDNF and CRFR2 in the lateral septum (LS) and for CRF in the central amygdala (CeA) in female mice. Thus, increased activity of CRF in the CeA is associated with anxiety-like behavior. Quantitative RT-PCR was employed to measure levels of mRNA in punch biopsies from LS and CeA. In addition, measurements of the concentration of corticosterone and leptin in plasma were employed. In the LS, we found a three-fold increase of BDNF mRNA (P < 0.05) but no significant change in CRFR2 mRNA. No changes in CRF in the amygdala were observed but we found a decrease in the levels of plasma corticosterone. Plasma leptin and the weight of perigonadal fat pads were decreased following exercise. In conclusion, these data show that BDNF gene expression in the LS is influenced by long-term exercise in females but not CRFR2.