Maternal exercise is known to have beneficial effects in progeny development, but the influence of paternal exercise on the offspring still unclear. Since spermatogenesis is a continuous process, the father’s life experiences can reprogram epigenetic content of the sperm and somehow interfere on offspring phenotype. This study was designed to evaluate the effects of paternal physical exercise on cognitive and physical development and on hippocampal DNA methylation levels of the offspring. Adult male Wistar rats were divided into two groups: sedentary and exercised. The exercise protocol occurred before mating and consisted of treadmill running, 5 consecutive days/week for 8 weeks (20 min/day). The mothers were not trained. The following developmental parameters were examined in male offspring: body growth, physical and cognitive performance, weights of adrenal glands, gonadal fat and hindlimb muscles, BDNF expression and global DNA methylation at the hippocampus. The progeny of trained and sedentary fathers did not differ in relation to physical parameters and performance, spatial memory and BDNF expression. However, paternal exercise promoted a decrease in offspring´s relative gonadal fat weight and a lower percentage of global hippocampal DNA methylation compared to offspring of sedentary fathers. These results pointed to interference of male physical activity at the time of conception on adiposity and hippocampal epigenetic reprogramming of male offspring. The data reinforces that exercise does not harm the descendant’s development and emphasize the benefits to include the practice of physical exercise in a healthier lifestyle of the parents. Nevertheless, future studies are necessary and should investigate further the long-effects of epigenetic mechanisms in order to elucidate the father’s contribution in fetal programming.