Natural behaviors such as eating, drinking, reproduction and exercise activate brain reward pathways and consequently the individual engages in these behaviors to receive the reward. However, drugs of abuse are even more potent in activating the reward pathways. Rewarding behaviors and addictive drugs also affect other parts of the brain not directly involved in the mediation of reward. For instance, running increases neurogenesis in hippocampus and is beneficial as an antidepressant in a genetic animal model of depression and in depressed humans. Here we discuss and compare neurochemical and functional changes in the brain after addictive drugs and exercise with a focus on brain reward pathways and hippocampus.