Research suggests that maternal exercise in pregnancy may have beneficial effects on the brain function of offspring. This study sought to determine if voluntary wheel running during pregnancy improves depression-like behavior, temporal order memory, and hippocampal neurogenesis in both female and male offspring mice. Pregnant mice were allowed to run voluntarily by introducing running wheels into the housing cages throughout the gestational period. Male and female mice offspring at the age of 8- to 9-week-old were then tested on the temporal order task and forced swim test, then euthanized for immunostaining for examining adult hippocampal cell proliferation and neuronal differentiation. Results showed that both male and female pups had reduced depression-like behavior, while only male offspring demonstrated improvement in temporal order memory. Immunostaining revealed that male offspring showed an increase in the number of immature neurons in the ventral hippocampus, whereas female offspring showed enhanced cell proliferation in the dorsal hippocampus. These findings indicate that maternal voluntary wheel running benefits both female and male offspring on reducing depression-like behavior, but with gender effect on promoting hippocampal cell proliferation, neuronal differentiation, and temporal order memory.