Exposure to social defeat (SD) induces a depressive phenotype, increased ethanol seeking and consumption, accompanied by activation of the neuroinflammatory response. However, a resilient response can be potentiated through physical exercise in the form of voluntary wheel running (VWR) during or after exposure to social stress. Therefore, the aim of this study was to test whether physical exercise during adolescence prior to being exposed to SD can enhance resilience to the increase in ethanol intake. Male mice had access to VWR during adolescence and the effects of social defeat (4 sessions every 72h) on oral ethanol self-administration (SA) was evaluated. Based on the social interaction test, mice were classified as resilient or susceptible to depressive-like behavior. Two weeks after the last encounter, mice were subjected to the drinking in the dark and oral ethanol SA paradigms. Mice were then sacrificed to measure brain-derived neurotrophic factor (BDNF) levels in the striatum and hippocampus. As expected, susceptible mice increased ethanol intake in the oral SA protocol. However, susceptible mice in the exercise condition did not increase ethanol intake, showing similar consumption and motivation for ethanol than the control and resilient groups. On the other hand, decreased BDNF levels were observed in susceptible mice in both experimental conditions compared to the control groups after ethanol SA. The pre-exposure of VWR prevented the increase in consumption and motivation for ethanol induced by SD in susceptible mice. On the other hand, it appears that VWR did not exhibit any significant long-term effects on BDNF signaling, which is mainly affected in susceptible mice after ethanol intake.