Early exercise within 24 h after stroke can reduce neurological deficits after ischemic brain injury. However, the mechanisms underlying this neuroprotection remain poorly understood. Ischemic brain injury disrupts the blood-brain barrier (BBB) and then triggers a cascade of events, leading to secondary brain injury and poor long-term outcomes. This study verified the hypothesis that early exercise protected the BBB after ischemia. Adult rats were randomly assigned to sham, early exercise (EE) or non-exercise (NE) groups. The EE and NE groups were subjected to ischemia induced by middle cerebral artery occlusion (MCAO). The EE group ran on a treadmill beginning 24 h after ischemia, 30 min per day for three days. After three-days' exercise, EB extravasation and electron microscopy were used to evaluate the integrity of the BBB. Neurological deficits, cerebral infarct volume and the expression of MMP-9, the tissue inhibitors of metalloproteinase-1 (TIMP-1), and occludin were determined. The data indicated that early exercise significantly inhibited the ischemia-induced reduction of occludin, and an increase in MMP-9 promoted TIMP-1 expression (p < 0.01), attenuated the BBB disruption (p < 0.05) and neurological deficits (p < 0.01) and diminished the infarct volume (p < 0.01). Our results suggest that the neuroprotection conferred by early exercise was likely achieved by improving the function of the BBB via the regulation of MMP-9 and occludin.