Bone morphogenetic protein 4 (BMP4) plays an important role in bone remodeling and in heart failure pathogenesis. The aim of this study was to evaluate the effect of spontaneous physical activity on the expression of BMP4 in the heart and tibia of the transgenic (Tgαq*44) mice, representing a model of chronic heart failure. Tgαq*44 and wild‐type FVB mice (WT) were randomly assigned either to sedentary or to trained groups undergoing 8 weeks of spontaneous wheel running. The BMP4 protein expression in heart and tibiae was evaluated using Western immunoblotting and the phosphorus and calcium in the tibiae was assessed using the X‐ray microanalysis. BMP4 content in the hearts of the Tgαq*44‐sedentary mice was by ~490% higher than in the WT‐sedentary mice, whereas in tibiae the BMP4 content of the Tgαq*44‐sedentary mice was similar to that in the WT‐sedentary animals. Tgαq*44 mice revealed by ~28% poorer spontaneous physical activity than the WT mice. No effect of performed physical activity on the BMP4 content in the hearts of either in the Tgαq*44 or WT mice was observed. However, 8‐week spontaneous wheel running resulted in a decrease in the BMP4 expression in tibiae (by ~43%) in the group of Tgαq*44 mice only, with no changes in their bone phosphorus and calcium contents. We have concluded that prolonged period of spontaneous physical exercise does not increase the risk of the progression of the BMP4‐mediated pathological cardiac hypertrophy and does not affect bone mineral status in the chronic heart failure mice.