Voluntary wheel running in rodents is associated with a number of adaptive behavioral and physiological effects including improved learning, reduction in stress-associated behaviors, neurogenesis, angiogenesis, increases in neurotrophic factors, and changes in several signaling molecules. Exercise has also been reported to reduce anxiety-like behaviors. However, other studies have failed to find an anxiolytic effect of exercise. The inconsistencies in the literature may contribute to the scarcity of data examining the physiological correlates of the anxiolytic effect of exercise. Here we show that 2 weeks of voluntary exercise in male C57 mice is associated with reduced anxiety as measured with acoustic startle, stress-induced hyperthermia, social interaction, light-enhanced startle, and some, but not all, measures in the open field. A great deal is known about the neural circuits underlying anxiety. Given the consistency of the anxiolytic effect of voluntary exercise across several measures, it is now possible to begin a systematic analysis of the physiological basis of the anxiolytic effect of exercise.