We examined the effects of daily exercise on the gene expression of catecholamine biosynthetic enzymes (tyrosine hydroxylase (TH), dopamine-β-hydroxylase (DBH), and phenyl ethanolamine N-methyltransferase (PNMT)), vesicular monoamine transporter 2 (VMAT 2), antioxidant enzymes (superoxide dismutase (SOD), catalase (CAT), and glutathione peroxidase (GPx)), concentrations of catecholamines (noradrenaline (NA) and adrenaline (A)) and malondialdehyde (MDA), activities of monoamine oxidase (MAO), and antioxidant enzymes in the spleen of chronically psychosocially stressed rats. Exposure of chronically stressed rats to exercise increased the levels of PNMT protein by 19%, VMAT 2 mRNA by 100%, NA by 160%, and A by 140%; decreased/unchanged MAO enzyme activity; returned concentrations of MDA to control level; and increased CAT and GPx mRNA levels (50% and 150%, respectively). Exercise induced the accumulation of the catecholamines and a decrease of stress-induced oxidative stress in the spleen, which may significantly affect the immune-neuroendocrine interactions in stress conditions. Also, exercise induced the catecholaminergic system and antioxidant defense to become more ready to a novel stressor, which indicates that exercise may induce potentially positive physiological adaptations. Our combined model of chronic social isolation and long-term daily treadmill running in rats may be a good animal model in the research of therapeutic role of exercise in human disease caused by chronic stress.