Exercise has been shown to reduce anxiety in both humans and animals. To date, there are few, if any studies that examine the effect of stress on self-selected exercise using an animal model. This study examined the effect of acute stress on wheel-running distance in mice. Forty 8-week-old, male C57BL/6J mice were randomly assigned to one of three groups: no stress + wheel-running experience, stress + wheel-running experience, or stress with no wheel-running experience. Stressed mice were exposed to foot shock in a brightly lit environment. Following treatment, wheel-running distances were observed for three hours. Stress significantly increased voluntary wheel-running in mice with wheel-running experience as compared to nonstressed controls and stressed mice with no wheel-running experience. These results suggest that mice familiar with wheel-running may self-select this exercise as a modality for the mitigation of accumulated anxiety.