Objective To investigate the effects of low-to-moderate intensity treadmill exercise on pain and anxiety-like behaviors in rats with chronic constriction injury of the sciatic nerve (CCI), and to explore the neural mechanism of the exercise-related brain-derived neurotrophic factor (BDNF)/tropomyosin receptor kinase B (TrkB)cAMP-response element binding protein (CREB) pathway in relieving pain and anxiety behaviors in CCI rats. Methods Thirty-two D rats were divided randomly into four groups: sham group, CCI group, sham + exercise (Sham + Exe) group, and CCI + exercise (CCI + Exe) group. Rats in the exercise groups underwent treadmill training for 4 weeks. The paw withdrawal threshold (PWT) and paw withdrawal latency (PWL) were measured before and at different time points after the operation. The elevated plus maze (EPM) and open field test (OFT) were used to evaluate anxiety-like behaviors in the rats. mRNA and protein expression levels of BDNF, TrkB, and CREB in the hippocampus were detected by real-time quantitative reverse transcription PCR and Western Blot, respectively. Results (1) The PWT and PWL on the operative side of the rats were significantly lower in the CCI compared with the sham group at 7, 14, 21, 28, and 35 days after the operation (P<0.001). The PWT on the ipsilateral side was significantly increased in the CCI + Exe group after 21 days compared with the CCI group (P<0.05), and the PWL on the ipsilateral side increased significantly after 14 days (P<0.05). (2) The EPM result showed that rats in the CCI group spent a significantly lower proportion of time in the open arms (P<0.001) and significantly more time in the closed arms compared with the sham group (P<0.01). Rats in the CCI + Exe group spent significantly more time in the open arms than the CCI group (P<0.05). (3) The OFT result showed that rats in the CCI group spent a significantly lower proportion of time in the central area of the open field compared with the sham group (P<0.001), while the percentage of time was significantly increased in the CCI + Exe group compared with the CCI group (P<0.05). (4)BDNF, TrkB, and CREB mRNA and protein levels in the hippocampus were significantly lower in the CCI group compared with the sham group (P<0.05, P<0.01). Four-week treadmill exercise increased the mRNA and protein expression levels of BDNF, TrkB, and CREB in the hippocampus of CCI rats (P<0.05). Conclusions Four weeks of treadmill exercise alleviates mechanical and thermal hyperalgesia and anxiety induced by chronic pain in CCI rats. Up-regulation of the BDNF/TrkB-CREB pathway may be one of the mechanisms by which exercise relieves chronic pain and improves anxiety.