To investigate the effect of running exercise on myelinated fibers in the dentate gyrus (DG) of the hippocampus during Alzheimer's disease (AD), 6-month-old male APP/PS1 transgenic mice were randomly assigned to control or running groups. The running group mice were subjected to a running protocol for four months. The behaviors of the mice from both group mice were then assessed using the Morris water maze, and the total volume of the DG and the related quantitative parameters with characteristics of the myelinated nerve fiber and the myelin sheath in the DG were investigated using unbiased stereological techniques and electron microscopy. Learning and spatial memory performances were both significantly increased in the running group compared with the control group. There was no significant difference in the gratio of the myelinated axons between the two groups. However, the DG volume, the myelinated fiber length and volume in the DG, and the myelin sheath volume and thickness in the DG were all significantly increased in the running group mice compared with the control group mice. These results indicated that running exercise was able to prevent DG atrophy and delay the progression of the myelinated fiber loss and the demyelination of the myelin sheaths in the DG in an AD mouse model, which may underlie the running-induced improvement in learning and spatial memory. Taken together, these results demonstrated that running exercise could delay the progression of AD.