Stress-related memory deficit is correlated with neurotransmitter system impairment. Exercise improves memory function and neurotransmitter. However, no studies have been performed to directly observe exercise-related effects on neurotransmitter in stress model, in association with memory function and hippocampal neuron. This study aimed to investigate the effect of exercise on hippocampal neuron and dopamine in stress model, followed by working memory in a passive avoid test. Our study found that stress rat had significantly neuron impairment and dopamine loss in hippocampus plus working memory deficit, which can be rescued by exercise. In summary, this study demonstrated that the neuroprotective effect of stress-associated working memory by treadmill exercise via ameliorated neuron impairment and dopamine loss.