Previous studies have reported that exercise decreases cocaine self-administration in rats with long-term access (8+ weeks) to activity wheels in the home cage. The purpose of this study was to (a) examine the importance of the temporal relationship between physical activity and initial drug exposure, (b) determine the effects of exercise on responding maintained by a nondrug reinforcer (i.e., food), and (c) investigate the effects of exercise on cocaine-induced increases in locomotor activity. To this end, female rats were obtained at weaning and divided into 4 groups: (a) EXE-SED rats were housed in exercise cages for 6 weeks and then transferred to sedentary cages after the first day of behavioral testing; (b) SED-EXE rats were housed in sedentary cages for 6 weeks and then transferred to exercise cages after the first day of behavioral testing; (c) SED-SED rats remained in sedentary cages for the duration of the study; and (d) EXE-EXE rats remained in exercise cages for the duration of the study. Relative to the sedentary group (SED-SED), exercise reduced cocaine self-administration in both groups with access to activity wheels after initial drug exposure (EXE-EXE, SED-EXE) but did not reduce cocaine self-administration in the group with access to activity wheels only before drug exposure (EXE-SED). Exercise also decreased the effects of cocaine on locomotor activity but did not reduce responding maintained by food. These data suggest that exercise may reduce cocaine use in drug-experienced individuals with no prior history of aerobic activity without decreasing other types of positively reinforced behaviors.