Subarachnoid hemorrhage (SAH) is a catastrophic form of stroke responsible for significant morbidity and mortality. Oxidative stress, inflammation, and neuronal apoptosis are important in the pathogenesis of early brain injury (EBI) following SAH. Preconditioning exercise confers neuroprotective effects, mitigating EBI; however, the basis for such protection is unknown. We investigated the effects of preconditioning exercise on brain damage and sensorimotor function after SAH. Male rats were assigned to either a sham-operated (Sham) group, exercise (Ex) group, or no-exercise (No-Ex) group. After a 3-week exercise program, they underwent SAH by endovascular perforation. Consciousness level, neurological score, and sensorimotor function were studied. The expression of nuclear factor erythroid 2 p45-related factor 2 (Nrf2), heme oxygenase 1 (HO-1), 4-hydroxynonenal (4HNE), nitrotyrosine (NT), ionized calcium-binding adaptor molecule 1 (Iba1), tumor necrosis factor alpha (TNF-α), interleukin 6 (IL-6), interleukin 1β (IL-1β), 14-3-3γ, p-β-catenin Ser37, Bax, and caspase-3 were evaluated by immunohistochemistry or western blotting. The terminal deoxynucleotidyl transferase-mediated biotinylated dUTP nick end labeling (TUNEL) assay was also performed. After SAH, the Ex group had significantly reduced neurological deficits, sensorimotor dysfunction, and consciousness disorder compared with the No-Ex group. Nrf2, HO-1, and 14-3-3γ were significantly higher in the Ex group, while 4HNE, NT, Iba1, TNF-α, IL-6, IL-1β, Bax, caspase-3, and TUNEL-positive cells were significantly lower. Our findings suggest that preconditioning exercise ameliorates EBI after SAH. The expression of 4HNE and NT was reduced by Nrf2/HO-1 pathway activation; additionally, both oxidative stress and inflammation were reduced. Furthermore, preconditioning exercise reduced apoptosis, likely via the 14-3-3γ/p-β-catenin Ser37/Bax/caspase-3 pathway.