The purpose of this study was to determine the effect of aerobic exercise training (AT) on the expression of glucocorticoid receptors (GR) and anti-inflammatory cytokines in an asthma model. BALB/c mice were divided into groups control (CT; nonsensitized/nontrained), aerobic training (AT; nonsensitized/trained), ovalbumin (OVA; sensitized/not trained), and OVA+AT (sensitized/trained). OVA groups received OVA by inhalation, and the AT groups completed 1, 3, or 7 days of exercise (60 min/session). Expression of GR, IL-4, IL-5, IL-10, IL-1ra, NF-κB, TGF-β, VEGF, ICAM-1, VCAM-1; eosinophils counting; and airway remodeling (AR) features [airway smooth muscle (ASM) and epithelial thickness and collagen fiber deposition] were quantified. OVA sensitization induced a decrease in the expression of GR and increases in the eosinophil, IL-4, IL-5, NF-κB, TGF-β, VEGF, ICAM-1, VCAM-1, and AR features (P < 0.05). After 3 days, AT reversed the OVA-induced reduction in the expression of GR, and subsequently induced increases in the expression of IL-10 and IL-1ra (seventh day). In contrast, the eosinophil migration, the expression of NF-κB, IL-4, IL-5, TGF-β, RANTES, VEGF, ICAM-1, VCAM-1, and the AR features (P < 0.05) were reduced. AT increases the expression of GR and anti-inflammatory cytokines (IL-10 and IL-1ra) and reduces the expression of inflammatory mediators and airway inflammation in an animal model of asthma.