Treatment of neuropathic pain is a clinical challenge likely because of the time-dependent changes in many neurotransmitter systems, growth factors, ionic channels, membrane receptors, transcription factors, and recruitment of different cell types. Conversely, an increasing number of reports have shown the ability of extended and regular physical exercise in alleviating neuropathic pain throughout a wide range of mechanisms. In this study, we investigate the effect of swim exercise on molecules associated with initiation and maintenance of nerve injury-induced neuropathic pain. BALB/c mice were submitted to partial ligation of the sciatic nerve followed by a 5-week aerobic exercise program. Physical training reversed mechanical hypersensitivity, which lasted for an additional 4 weeks after exercise interruption. Swim exercise normalized nerve injury-induced nerve growth factor, and brain-derived neurotrophic factor (BDNF) enhanced expression in the dorsal root ganglion, but had no effect on the glial-derived neurotrophic factor. However, only BDNF remained at low levels after exercise interruption. In addition, exercise training significantly reduced the phosphorylation status of PLCγ-1, but not CREB, in the spinal cord dorsal horn in response to nerve injury. Finally, prolonged swim exercise reversed astrocyte and microglia hyperactivity in the dorsal horn after nerve lesion, which remained normalized after training cessation. Together, these results demonstrate that exercise therapy induces long-lasting analgesia through various mechanisms associated with the onset and advanced stages of neuropathy. Moreover, the data support further studies to clarify whether appropriate exercise intensity, volume, and duration can also cause long-lasting pain relief in patients with neuropathic pain.