This study aimed to investigate structural synaptic plasticity in the medial prefrontal cortex of rats under treadmill exercise pretreatment or naive conditions in a vascular dementia model, followed by recognition memory performance in a novel object recognition task. In this study, 24 Sprague–Dawley rats were obtained and randomly assigned into 4 groups as follows: control group (Con group, n = 6), vascular dementia (VD group, n = 6), exercise and vascular dementia group (Exe + VD group, n = 6), and exercise group (Exe group, n = 6). Initially, 4 weeks of treadmill exercise intervention was administered to the rats in the Exe + VD and Exe groups. Then, to establish the vascular dementia model, the rats both in the VD and Exe + VD groups were subjected to bilateral common carotids arteries surgery. One week later, open-field task and novel recognition memory task were adopted to evaluate anxiety-like behavior and recognition memory in each group. Then, immunofluorescence and Golgi staining were used to evaluate neuronal number and spine density in the rat medial prefrontal cortex. Transmission electron microscopy was used to observe the synaptic ultrastructure. Finally, microdialysis coupled with high-performance liquid chromatography was used to assess the levels of 5-HT and dopamine in the medial prefrontal cortex. The behavior results showed that 4 weeks of treadmill exercise pretreatment significantly alleviated recognition memory impairment and anxiety-like behavior in VD rats (P < 0.01), while the rats in VD group exhibited impaired recognition memory and anxiety-like behavior when compared with the Con group (P < 0.001). Additionally, NeuN immunostaining results revealed a significant decrease of NeuN-marked neuron in the VD group compared to Con group (P < 0.01), but a significantly increase in this molecular marker was found in the Exe + VD group compared to the Con group (P < 0.01). Golgi staining results showed that the medial prefrontal cortex neurons in the VD group displayed fewer dendritic spines than those in the Con group (P < 0.01), and there were more spines on the dendrites of medial prefrontal cortex cells in Exe + VD rats than in VD rats (P < 0.01). Transmission electron microscopy further revealed that there was a significant reduction of synapses intensity in the medial prefrontal cortex of rats in the VD group when compared with the Con group(P < 0.01), but physical exercise was found to significantly increased synapses intensity in the VD model (P < 0.01). Lastly, the levels of dopamine and 5-HT in the medial prefrontal cortex of rats in the VD group was significantly lower compared to the Con group (P < 0.01), and treadmill exercise was shown to significantly increased the levels of dopamine and 5-HT in the VD rats (P < 0.05). Treadmill exercise pretreatment ameliorated structural synaptic plasticity impairments of medial prefrontal cortex in VD rat and improved recognition memory.