Exercise enhances physical performance and reduces the risk of many disorders such as cardiovascular disease, type 2 diabetes, dementia, and cancer. Exercise characteristically incites an inflammatory response, notably in skeletal muscles. Although some effector mechanisms have been identified, regulatory elements activated in response to exercise remain obscure. Here, we have addressed the roles of Foxp3+CD4+ regulatory T cells (Tregs) in the healthful activities of exercise via immunologic, transcriptomic, histologic, metabolic, and biochemical analyses of acute and chronic exercise models in mice. Exercise rapidly induced expansion of the muscle Treg compartment, thereby guarding against overexuberant production of interferon-γ and consequent metabolic disruptions, particularly mitochondrial aberrancies. The performance-enhancing effects of exercise training were dampened in the absence of Tregs. Thus, exercise is a natural Treg booster with therapeutic potential in disease and aging contexts.