Transgenic mice that overexpress the mutant human SOD1 gene (hSOD1) serve as an animal model for amyotrophic lateral sclerosis (ALS). Age and sex are recognized as risk factors for ALS, but physical activity remains controversial. Therefore, we investigated the effect of exercise on the phenotype of male and female hSOD1 mice. Onset of disease, progression of disease and survival were measured in low-copy and high-copy hSOD1 mice that were randomized to an exercise or sedentary group. We found that onset of disease was different for the two sexes: significantly earlier in male than in female hSOD1 mice. Exercise delayed the onset of disease in female but not in male hSOD1 mice. Also, exercise delayed the total survival time in female high-copy hSOD1 mice. Muscle morphometry and motor neuron counts were similar in all experimental groups at the end of training. Sedentary female hSOD1 mice showed more frequently irregular estrous cycles suggesting a higher estrogen exposure in exercising female mice. These results suggest a possible neuroprotective effect of female sex hormones and support the view that ALS patients should not avoid regular exercise.