Depression is a debilitating condition with a profound influence on quality of life for millions of people globally. Physical exercise has been broadly recognized for its therapeutic effects on depression, but the mechanisms that underlie its benefits remain unknown. In the study, we investigated whether the physical exercise of could be a protection from stress-induced depression and its impact on the brain activity of Regional Homogeneity (ReHo) in mice. Adult male C57BL/6 mice were assigned to one of the following groups: control group; exercise group, 2 h/day in a running wheel apparatus; chronic unpredictable mild stress (CUMS) group; CUMS + exercise group. rs-fMRI was applied to detect the changes of regional spontaneous activity. Firstly, CUMS-induced depressive behavior was significantly reduced by exercise. Base on the ReHo analysis, disorders of the regional spontaneous activity in the brain of CUMS mice, primarily in the limbic system, especially in the hippocampus and PFC, motor cortex, sensory cortex, visual cortex were found. While exercise remarkably prevented the CUMS-induced chaos of brain activity in parts of the above regions, such as cortex, hippocampus and corpus callosum. These results suggested physical exercise could prevent the dysfunction of mood-regulating circuit in CUMS model. Furthermore, exercise improved skeletal muscle PGC-1a and hippocampal BDNF levels in stress mice, and reduced IDO1 in skeletal muscle. These results suggested that exercise prevented CUMS induced depressive behaviors and brain regional spontaneous activity in mice, accompanied with the adjustment of skeletal muscle PGC-1a/IDO1 signals and hippocampal function. Copyright © 2020 Elsevier B.V. All rights reserved.