Abnormal cognitive and sensorial properties have been reported in patients with psychiatric and neurodevelopmental conditions, such as attention deficit hyperactivity disorder (ADHD). ADHD patients exhibit impaired dopaminergic signaling and plasticity in brain areas related to cognitive and sensory processing. The spontaneous hypertensive rat (SHR), in comparison to the Wistar Kyoto rat (WKY), is the most used genetic animal model to study ADHD. Brain neurotrophic factor (BDNF), critical for midbrain and hippocampal dopaminergic neuron survival and differentiation, is reduced in both ADHD subjects and SHR. Physical exercise (e.g. swimming) promotes neuroplasticity and improves cognition by increasing BDNF and irisin. Here we investigate the effects of gestational swimming on sensorial and behavioral phenotypes, striatal dopaminergic parameters, and hippocampal FNDC5/irisin and BDNF levels observed in WKY and SHR. Gestational swimming improved nociception in SHR rats (p = 0.006) and increased hippocampal BDNF levels (p = 0.02) in a sex-dependent manner in adolescent offspring. Sex differences were observed in hippocampal FNDC5/irisin levels (p = 0.002), with females presenting lower levels than males. Our results contribute to the notion that swimming during pregnancy is a promising alternative to improve ADHD phenotypes in the offspring.