The search for strategies to develop resilience against metabolic and neuropsychiatric disorders has motivated the clinical and experimental assessment of early life interventions such as lifestyle-based and use of unconventional pharmacological compounds. In this study, we assessed the effects of voluntary physical activity and 7,8-Dihydroxy-4-methylcoumarin (DHMC), independently or in combination, over mice physiological and behavioral parameters, adult hippocampal and hypothalamic neurogenesis, and neurotrophic factors expression in the hypothalamus. C57Bl/6J mice were submitted to a 29-day treatment with DHMC and allowed free access to a running wheel. We found that DHMC treatment alone reduced fasting blood glucose levels. Moreover, physical activity showed an anxiolytic effect in the elevated plus maze task and DHMC produced additional anxiolytic behavior, evidenced by reduced activity during the light cycle in the physical activity group. Although we did not find any differences in hypothalamic or hippocampal adult neurogenesis, DHMC increased gene expression levels of VEGF, which was correlated to the reduced fasting glucose levels. In conclusion, our data emphasize the potential of physical activity in reducing development of neuropsychiatric conditions, such as anxiety, and highlights DHMC as an attractive compound to be investigated in future studies addressing neuropsychiatric disorders associated with metabolic conditions.