Physical exercise has been demonstrated to be neuroprotective in both clinical and laboratory settings. However, the exact mechanism underlying this effect is unclear. Our study aimed to investigate whether pre-ischemic treadmill training could serve as a form of ischemic preconditioning in a rat model undergoing middle cerebral artery occlusion (MCAO). Thirty-six rats were divided into three groups: a sham control group, a non-exercise with operation group and an exercise with operation group. After treadmill training, ischemia was induced by occluding the MCA for 2 h, followed by reperfusion. Half of the rats in each group were sacrificed for mRNA detection of mGluR5 and NR2B 80 min after occlusion. The remaining animals were evaluated for neurological deficits by behavioral scoring and then decapitated to assess the infarct volume. The mRNA expression of mGluR5 and NR2B was detected by real-time PCR. The results suggest that pre-ischemic treadmill training may induce brain ischemic tolerance by reducing the mRNA levels of mGluR5 and NR2B, and thus, the results indicate that physical exercise might be an effective method to establish ischemic preconditioning.