The classical motor symptoms of Parkinson’s disease (PD) are preceded by non-motor symptoms in preclinical stages, including cognition impairment. The current drug treatment for PD is palliative and does not meet the clinical challenges of the disease, such as levodopa-induced dyskinesia, non-motor symptoms, and neuroprotection. We investigated the neuroprotective and disease-modifying potential of physical exercise in a preclinical animal model of PD. C57BL/6 mice (adult males) ran on a horizontal treadmill for 6 weeks (moderate intensity, 5 times/week) and were treated intranasally with 65 mg/kg of the neurotoxin 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP). Exercise did not protect against MPTP-induced nigrostriatal neurodegeneration or frontostriatal dopamine depletion but decreased striatal dopamine turnover. Exercise also attenuated procedural and working memory impairment and D2 receptor hypersensitivity in MPTP-treated mice. In summary, exercise improved dopaminergic neurotransmission and enhanced cognition in a preclinical animal model of PD.