Purpose: In the present study, we attempted to investigate whether aerobic exercise (AE) could prevent sepsis and its complications and explored the related mechanisms. Methods: Forty ICR mice were divided into four groups: Control (Con), Lipopolysaccharide (LPS), Exercise (Ex), and Exercise + LPS (Ex + LPS) groups. Ex and Ex + LPS mice were performed with low-intensity AE for 4 weeks. LPS and Ex + LPS mice received 5 mg/kg LPS intraperitoneally for induction of sepsis. Histopathological micrographs showed the organ injury. This study examined the effects of AE on LPS-induced changes in systemic inflammation, pulmonary inflammation, lung permeability, oxidative stress-related indicators in the lung, blood glucose levels, plasma lactate levels, and plasma high-mobility group box 1 (HMGB1) levels, and bronchoalveolar lavage fluid (BALF) cell count. Sixty mice were used to perform survival rate analysis. Results: AE improved survival rates, MODS, and aortic injury in mice with sepsis. AE decreased LPS-induced oxidative stress injury in lung tissue. AE reduced the infiltration of neutrophils in the lung, liver, kidney, and heart tissues. AE suppressed CXCL-1, CXCL-8, IL-6, and TNF-α mRNA expression but activated IL-1RN, IL-10, Sirt-1, and Nrf-2 mRNA expression in the lung. AE decreased the serum levels of lactate and HMGB1 but increased blood glucose levels during sepsis. Conclusions: AE improves sepsis-associated lung, liver, kidney, heart, and aortic injury and death. AE modulates the inflammatory-anti-inflammatory and oxidative-antioxidative balance in the lung. AE, which can regulate the Warburg effect and impair LPS-induced lactate and HMGB1 release, is a novel therapeutic strategy for sepsis targeting aerobic glycolysis.