High-intensity endurance exercise (HIE) induces negative emotions alongside fatigue, suffering, and changes in cardiovascular responses, and these regulations could be important for athletic performance. Previous studies have reported that limbic and brain stem regions, including the central nucleus of the amygdala (CeA), the paraventricular nucleus of the hypothalamus (PVH), and the nucleus tractus solitarii (NTS), play important roles in emotional response and autonomic cardiovascular regulation. However, how these brain regions interact during HIE remains unclear. In this study, Wistar rats were subjected to 90-min treadmill running sessions at different endurance exercise intensities (sedentary, low-intensity, and highintensity: 0, 20, and 34 m/min, respectively; n = 9 per group). After exercise, brain tissues were extracted and examined for c-Fos immediate early gene expression in brain regions such as the CeA, PVH, and NTS at each exercise intensity. The c-Fos-positive cells were counted, and then a partial correlation analysis was performed to examine the functional connectivity during exercise. As a result, the numbers of c-Fos-positive cells in the CeA, PVH, and NTS increased in an exercise intensity-dependent manner. Furthermore, partial correlation analyses of c-Fos-positive cells between CeA and NTS (CeA-NTS), PVH and NTS (PVH-NTS), and CeA and PVH (CeA-PVH) exhibited significant correlation coefficients during HIE but not during sedentary and low-intensity endurance exercises. Thus, these results suggest that functional connectivity between CeA-PVH, PVH-NTS, and CeA-NTS may be enhanced during HIE. This enhanced functional connectivity may also be involved in emotional and cardiovascular regulation during exercise.