Anxiety-like symptoms are common symptoms of methamphetamine (METH) users, especially in the acute withdrawal period, which is an important factor for the high relapse rate during METH acute withdrawal. Exercise has been demonstrated to relieve anxiety-like symptoms during METH withdrawal, but the underlying mechanisms of this anti-anxiety effect are still unclear. Activated microglia and abnormal neuroinflammation play an important role in the pathogenesis of anxiety-like symptoms after METH withdrawal. Moreover, peripheral immune factors were also significantly associated with anxiety symptoms. However, the effects of treadmill exercise on microglial function and neuroinflammation in the striatum and hippocampus during acute METH withdrawal have not been reported. In the current study, we found severe peripheral immune dysfunction in METH users during acute withdrawal, which may in part contribute to anxiety symptoms during METH acute withdrawal. We also showed that 2 weeks of METH exposure induced anxiety-like symptoms in the acute withdrawal period. Additionally, METH exposure resulted in increased microglial activation and proinflammatory cytokines released in the mouse striatum and hippocampus during acute withdrawal. We next evaluated the effects of treadmill exercise in countering anxiety-like symptoms induced by METH acute withdrawal. The results showed that anxiety-like symptoms induced by acute METH withdrawal were attenuated by coadministration of treadmill exercise. In addition, treadmill exercise counteracted METH-induced microglial activation in the mouse striatum and various subregions of the hippocampus. Furthermore, treadmill exercise also reversed the increase in proinflammatory cytokines induced by acute METH withdrawal in the mouse striatum, hippocampus and serum. Our findings suggest that the anti-anxiety effect of treadmill exercise may be mediated by reducing microglial activation and regulating central and peripheral inflammatory responses.