Continuous exercise and bright light affect brain function, particularly in seasonal affective disorders. However, the underlying mechanism of action remains unclear. In this study, we examined whether low-intensity treadmill exercise and 4 weeks of bright light exposure change the expression of brain-derived neurotrophic factor (BDNF), phosphoinositide 3-kinase/AKT (PI3K/AKT) pathway, protein kinase C (PKC), extracellular signal-regulated kinases (ERK1/2), cyclic adenosine monophosphate (cAMP) response element-binding protein (CREB), vascular endothelial growth factor (VEGF), and glycogen synthase kinase-$3{eta}$ (GSK-$3{eta}$) in the brain of 5-week old Sprague-Dawley male rats by performing western blot analysis. We demonstrated that BDNF expression significantly increased with exercise and light exposure compared to a control group. Moreover, we found that the expression levels of PI3K, PKC, p-ERK1/2, p-CREB, p-AKT, and VEGF increased significantly in the hippocampus and cortex with exercise and light exposure compared to the levels from a control group. However, phosphorylated GSK-$3{eta}$ level was unchanged, and even slightly decreased with exercise and light exposure. These results suggest that low-intensity treadmill exercise and bright light exposure induce BDNF expression and activate its downstream kinase signaling pathway, which in turn activate CREB-mediated transcription of neurotrophic factors and may stimulate neurogenesis and improve neuronal functions.