<b><i>Objective(s):</i></b> Peripheral stimulation of the innate immune system with lipopolysaccharide (LPS) causes prolonged depressive-like behavior in aged mice that is dependent on indoleamine 2,3 dioxygenase (IDO) activation. Regular moderate-intensity exercise training has been shown to exert neuroprotective effects that might reduce depressive-like behavior in aged mice. The purpose of this study was to test the hypothesis that voluntary wheel running (VWR) would attenuate LPS-induced depressive-like behavior and brain IDO gene expression in 4- and 22-month-old C57BL/6J mice. <b><i>Methods:</i></b> Mice were housed with a running wheel (VWR) or no wheel (standard) for 30 (young adult mice) or 70 days (aged mice), after which they were intraperitoneally injected with LPS (young adult mice: 0.83 mg/kg; aged mice: 0.33 mg/kg).<b><i> Results:</i></b> Young adult VWR mice ran on average 6.9 km/day, while aged VWR mice ran on average 3.4 km/day. Both young adult and aged VWR mice increased their forced exercise tolerance compared to their respective standard control groups. VWR had no effect on LPS-induced anorexia, weight loss, increased immobility in the tail suspension test and decreased sucrose preference in either young adult or aged mice. Four (young adult mice) and 24 h (aged mice) after injection of LPS, mRNA transcripts for TNF-α, IL-1β, IL-6, and IDO were upregulated in the whole brain independently of VWR. <b><i>Conclusion:</i></b> Prolonged physical exercise has no effect on the neuroinflammatory response to LPS and its behavioral consequences in young adult and aged mice.