Physical exercise improves memory and cognition in physiological aging and Alzheimer’s disease (AD), but the mechanisms remain poorly understood. Here, we test the hypothesis that Aβ oligomer accumulation, neuroinflammation, and glial cell activation may lead to disruption of synaptic transmission in the prefrontal cortex of 3 × Tg-AD Mice, resulting in impairment of learning and memory. On the other hand, treadmill exercise could prevent the pathogenesis and exert neuroprotective effects. Here, we used immunohistochemistry, western blotting, enzyme-linked immunosorbent assay, and slice electrophysiology to analyze the levels of GSK3β, Aβ oligomers (Aβ dimers and trimers), pro-inflammatory cytokines (IL-1β, IL-6, and TNFα), the phosphorylation of CRMP2 at Thr514, and synaptic currents in pyramidal neurons in the prefrontal cortex. We show that 12-week treadmill exercise beginning in three-month-old mice led to the inhibition of GSK3β kinase activity, decreases in the levels of Aβ oligomers, pro-inflammatory cytokines (IL-1β, IL-6, and TNFα), and the phosphorylation of CRMP2 at Thr514, reduction of microglial and astrocyte activation, and improvement of excitatory and inhibitory synaptic transmission of pyramidal neurons in the prefrontal cortex of 3 × Tg-AD Mice. Thus, treadmill exercise reduces neuroinflammation, glial cell activation and improves synaptic transmission in the prefrontal cortex in 3 × Tg-AD mice, possibly related to the inhibition of GSK3β kinase activity.