The biological basis of voluntary exercise is complex and simultaneously controlled by peripheral (ability) and central (motivation) mechanisms. The accompanying natural reward, potential addiction, and the motivation associated with exercise are hypothesized to be regulated by multiple brain regions, neurotransmitters, peptides, and hormones. We generated a large (n = 815) advanced intercross line of mice (G4) derived from a line selectively bred for increased wheel running (high runner) and the C57BL/6J inbred strain. We previously mapped multiple quantitative trait loci (QTL) that contribute to the biological control of voluntary exercise levels, body weight, and composition, as well as changes in body weight and composition in response to short-term exercise. Currently, using a subset of the G4 population (n = 244), we examined the transcriptional landscape relevant to neurobiological aspects of voluntary exercise by means of global mRNA expression profiles from brain tissue. We identified genome-wide expression quantitative trait loci (eQTL) regulating variation in mRNA abundance and determined the mode of gene action and the cis- and/or trans-acting nature of each eQTL. Subsets of cis-acting eQTL, colocalizing with QTL for exercise or body composition traits, were used to identify candidate genes based on both positional and functional evidence, which were further filtered by correlational and exclusion mapping analyses. Specifically, we discuss six plausible candidate genes (Insig2, Socs2, DBY, Arrdc4, Prcp, IL15) and their potential role in the regulation of voluntary activity, body composition, and their interactions. These results develop a potential initial model of the underlying functional genomic architecture of predisposition to voluntary exercise and its effects on body weight and composition within a neurophysiological framework.