Physical exercise has become one of important non-pharmacological treatments of chronic pain. A number of studies have shown the benefits of exercise in chronic pain models of experimental animals: exercise improves mechanical and/or thermal hypersensitivity in the neuropathic-, inflammatory- and post-operative-pain models. However, mechanisms underlying the effects of exercise on the hypersensitivities induced by psychophysical stress instead of tissue injuries have yet to be fully elucidated. The rostral ventromedial medulla (RVM) and locus coeruleus (LC) are key output elements of the descending pain modulation system in the brain. The descending signals have major impact on spinal nociceptive neurotransmission. In the present study, we examined therapeutic and preventive effects of voluntary wheel running (VWR), and phosphorylated cAMP-response element binding protein (pCREB) expression in the RVM and LC, in mice with vertical chronic restraint stress (vCRS), which induces mechanical hypersensitivity. Ten days of vCRS elicited mechanical hypersensitivity in the hindlimb, which persisted for three weeks after the end of vCRS. Thereafter, four weeks of VWR resolved the vCRS-induced mechanical hypersensitivity, whereas the hypersensitivity lasted for the same period in vCRS-sedentary mice. There was a positive correlation between total running distance and paw withdrawal threshold in the vCRS-VWR mice. The number of pCREB-IR cells of vCRS-VWR mice was significantly larger than those of vCRS-sedentary and naive mice in the RVM but not in the LC. The mice performed with vCRS and VWR simultaneously did not develop the mechanical hypersensitivity. These results indicate that VWR can alleviate and prevent vCRS-induced mechanical hypersensitivity likely through the activities of descending pain modulation system.