Peripheral nerve injury (PNI) activates the immune system resulting in increased pro-inflammatory cytokines at the site of injury and in the spinal cord dorsal horn. Exercise modulates the immune system promoting an anti-inflammatory phenotype of macrophages in uninjured muscle, and increases in anti-inflammatory cytokines can promote healing and analgesia. We proposed that PNI will decrease, and treadmill exercise will increase, release of anti-inflammatory cytokines at the site of injury and in the spinal cord. We show two weeks of treadmill exercise improves neuropathic pain behaviors in mice: mechanical hyperalgesia, escape/avoidance behavior, and spontaneous locomotor activity. PNI reduced anti-inflammatory cytokines (IL-4, IL-1ra, IL-5) at the site of nerve injury and in the spinal dorsal horn while exercise restored IL-4, IL-1ra, IL-5 concentrations to pre-injury levels. IL4 −/− mice, and mice treated with IL-4 antibody did not develop analgesia to treadmill exercise. Using immunohistochemical staining of the sciatic nerve, treadmill exercise increased the percentage of M2-macrophages (secretes anti-inflammatory cytokines), and decreased M1-macrophages (secretes pro-inflammatory cytokines) when compared to sedentary mice. The increased M2 and decreased M1 macrophages in exercised mice did not occur in IL-4 −/− mice. In the spinal cord, PNI increased glial cell activation, BDNF and β-NGF levels, and decreased IL-4 and IL-1ra levels while treadmill exercise suppressed glial cells activation (GFAP and Iba1 immunoreactivity), reduced BDNF and β-NGF, and increased IL-4, IL-1ra, IL-5. Our results suggest IL-4 mediates the analgesia produced by low-intensity exercise by modulating peripheral and central neuroimmune responses in mice with neuropathic pain.