Background: Nicotine is one of the psychostimulant agents displaying parasympathomimetic activity; the chronic neurochemical and behavioral effects of nicotine remain unclear. Exercise lowers stress and anxiety and can act as a non-pharmacologic neuroprotective agent. In this study, the protective effects of exercise in nicotine withdrawal syndrome-induced anxiety, depression, and cognition impairment were investigated. Methods: Seventy adult male rats were divided randomly into five groups. Group 1 served as negative control and received normal saline (0.2 mL/rat, i.p.) for 30 days, whereas group 2 (as positive control) received nicotine (6 mg/kg/day, s.c.) for the first 15 days. Groups 4, 5, and 6 were treated with nicotine (6 mg/kg/day, s.c.) for the first 15 days and then were treated with forced exercise, bupropion (20 mg/kg/day, i.p.), or a combination of the two for the following 15 days. Between day 25 and day 30, Morris water maze was used to evaluate spatial learning and memory. From days 31 to 35, the elevated plus maze (EPM), open field test (OFT), forced swim test (FST), and tail suspension test (TST) were used to investigate the level of anxiety and depression in the subjects. Results: Nicotine-dependent animals indicated a reflective depression and anxiety in a dose-dependent manner in FST, EPM, and TST, which were significantly different from the control group and also can significantly attenuate the motor activity and anxiety in OFT. Conclusions: Forced exercise, bupropion, or their combination can attenuate nicotine cessation-induced anxiety,