Objective This study aimed to investigate the effects of low-moderate intensity treadmill exercise on the pain and anxiety-like behaviors in rats with chronic constriction injury of the sciatic nerve (CCI) and to explore the neural mechanism of BDNF/TrkB-CREB pathway involved in exercise relieving pain and anxiety behaviors of CCI rats. Methods 48 SD rats were randomly divided into 4 groups: Sham group, CCI group, Sham+exercise (Sham+Exe) group, and CCI+exercise (CCI+Exe) group. The rats in the exercise group 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 the anxiety-like behavior of the rats. The mRNA and protein expressions of BDNF, TrkB, and CREB in the hippocampus were detected by PCR and Western blot. Results (1) The PWT and PWL on the operative side of the rats in the CCI group were significantly lower than those in the Sham group at 7, 14, 21, 28, and 35 days after the operation (P < 0.01). Compared with the CCI group, the PWT on the operative side of the CCI+Exe group was significantly increased after 21 days (P < 0.05). The PWL on the operated side increased significantly after 14 days (P < 0.01). (2) The results of EPM showed that the percentage of time spent in the open arms in the CCI group was significantly lower than that in the Sham group (P < 0.01), and the percentage of time spent in the closed arms was significantly higher than that in the Sham group (P < 0.01). The percentage of open arm time in the CCI+Exe group was significantly higher than that in the CCI group (P < 0.05). (3) The OFT results showed that the percentage of time spent in the central area of the open field in the CCI group was significantly lower than that in the Sham group (P < 0.01), and the CCI+Exe group was significantly increased compared with the CCI group (P < 0.05). (4) Compared with the Sham group, the mRNA and protein expressions of BDNF, TrkB, and CREB in the hippocampus of the CCI group were significantly decreased (P <0.05, P < 0.01). Four-week treadmill exercise increased the mRNA and protein expressions of BDNF, TrkB, and CREB in the hippocampus of CCI rats (P < 0.05). Conclusions 4 weeks of aerobic exercise alleviates mechanical hyperalgesia and thermal hyperalgesia and alleviates the anxieties induced by chronic pain in CCI rats. Up-regulation of the BDNF/TrkB-CREB pathway may be one of the mechanisms of exercise in relieving chronic pain and improving anxiety.