In this study, we employed a rodent model for persistent allodynia and hyperalgesia to determine whether voluntary exercise could exert analgesic effects on these pain symptoms. Rats were subcutaneously injected with formalin into the plantar surface of the right hind paw to induce mechanical allodynia and hyperalgesia. We assessed the analgesic effects of a voluntary wheel running (VWR) using the von Frey test and investigated microglial proliferation in the dorsal horn of the spinal cord. We also determined the effect of formalin and VWR on the protein expression levels of brain-derived neurotrophic factor (BDNF), its receptor TrkB, and K+-Cl- cotransporter 2 (KCC2), which play a key role in inducing allodynia and hyperalgesia. Rats with access to the running wheels showed beneficial effects on persistent formalin-induced mechanical allodynia and hyperalgesia. The effects of VWR were elicited through the suppression of formalin-induced microglial proliferation, TrkB up-regulation, and KCC2 down-regulation in the spinal cord. BDNF, however, might not contribute to the beneficial effects of VWR. Our results show an analgesic effect of voluntary physical exercise in a rodent model with persistent pain, possibly through the regulation of microglial proliferation and TrkB and KCC2 expression in the spinal cord.