The molecular events mediating the complex interaction between exercise and cognition are not well-understood. Although many aspects of the signal transduction pathways mediate exercise induced improvement in cognition are elucidated, little is known about the molecular events interrelating physiological stress with synaptic proteins, following physical exercise. Small heat shock proteins (sHSP), HSP27 and alpha-B-crystallin are co-localized to synapses and astrocytes, but their role in the brain is not well-understood. We investigated whether their levels in the hippocampus were modulated by exercise, using a well characterized voluntary exercise paradigm. Since sHSP are known to be regulated by many intracellular signaling molecules in other cells types outside the brain, we investigated whether similar regulation may serve a role in the brain by measuring protein kinase B (PKB/Akt), pGSK3 and the mitogen activated protein (MAP) kinases, p38, phospho-extracellular signal-regulated kinase (pERK) and phospho-c-Jun kinase (pJNK). Results demonstrated exercise-dependent increases in HSP27 and alpha-B-crystallin levels. We observed that increases in sHSP coincided with robust elevations in the presynaptic protein, SNAP25 and the post-synaptic proteins NR2b and PSD95. Exercise had a differential impact on kinases, significantly reducing pAkt and pERK, while increasing p38 MAPK. In conclusion, we demonstrate four early novel hippocampal responses to exercise that have not been identified previously: the induction of (1) sHSPs (2) the synaptic proteins SNAP-25, NR2b, and PSD-95, (3) the MAP kinase p38 and (4) the immediate early gene product MKP1. We speculate that sHSP may play a role in synaptic plasticity in response to exercise.