The Wiener index is the sum of distances of all pairs of nodes in a graph; and the Zagreb index is defined as the sum of squares of the degrees of nodes in a rooted tree. In this note, we calculate the first two moments of the Wiener and Zagreb indices of random exponential recursive trees (random ERTs) from two systems of recurrence relations. Then, by an application of the contraction method, we characterize the limit law for a scaled Zagreb index of ERTs. Via the martingale convergence theorem, we also show the almost sure convergence and quadratic mean convergence of an appropriately scaled Wiener index that is indicative of the distance of two randomly chosen nodes.