This study aimed to determine the effect of exercise on locomotion, anxiety-related behavior, learning, and memory in socially isolated post-weaning rats, as well as the correlation between exercise and the concentration of brain-derived neurotrophic factor (BDNF) and nerve growth factor (NGF) in the hippocampus. Rats were randomly assigned to three groups: the control group; the social isolation group; the social isolation plus exercise (SIE) group. Social isolation conditions, with or without exercise were maintained for 90 d, and then multiple behavioral tests, including the open-field test, elevated plus maze test, and Morris water maze (MWM) test were administered. Following behavioral assessment, hippocampal tissue samples were obtained for measurement of BDNF and NGF. There wasn't a significant difference in locomotor activity between the groups (P > 0.05). Anxiety scores were higher in the socially isolated group (P < 0.05) than in the SIE group (P < 0.05). According to the probe trial session of the MWM test results, exercise training improved platform crossings’ number in the socially isolated rats (P < 0.05). Exercise training ameliorated social isolation-induced reduction in hippocampal BDNF and NGF content (P < 0.05). These findings suggest that exercise training improves cognitive functions via increasing hippocampal BDNF and NGF concentrations in socially isolated post-weaning rats.