Exercise, specifically voluntary wheel running, is a potent stimulator of hippocampal neurogenesis in adult mice. In addition, exercise induces behavioral changes in numerous measures of anxiety in rodents. However, the physiological underpinnings of these changes are poorly understood. To investigate the role of neurogenesis in exercise-mediated anxiety, we examined the cellular and behavioral effects of voluntary wheel running in mice with a reduction in hippocampal neurogenesis, achieved through conditional deletion of ataxia telangiectasia-mutated and rad-3-related protein (ATR), a cell cycle checkpoint kinase necessary for normal levels of neurogenesis. Following hippocampal microinjection of an adeno-associated virus expressing Cre recombinase to delete ATR, mice were exposed to 4 weeks of voluntary wheel running and subsequently evaluated for anxiety-like behavior. Wheel running resulted in increased cell proliferation and neurogenesis, as measured by bromodeoxyuridine and doublecortin, respectively. Wheel running also resulted in heightened anxiety in the novelty-induced hypophagia, open field and light-dark box tests. However, both the neurogenic and anxiogenic effects of wheel running were attenuated following hippocampal ATR deletion, suggesting that increased neurogenesis is an important mediator of exercise-induced anxiety.