Cognitive functions usually involve various synaptic proteins and neurotrophic factors in the hippocampus. However, whether treadmill exercise can improve learning and memory by upregulating some of these molecules remain unraveled. To address this question, male BALB/c mice were divided into control and exercise groups, the latter group went through 4 weeks of treadmill exercise training. At the end of exercise training period, they were either tested for passive avoidance (PA) performance or sacrificed for quantifying the hippocampal levels of brain-derived neurotrophic factor (BDNF), tropomyosin-related kinase B (TrkB, the BDNF receptor), synaptotagmin (a Ca2+-dependent synaptic vesicle protein), and SNAP-25 (a presynaptic vesicular fusion protein). Our results showed that treadmill exercise training (1) increased the retention latency without affecting the fear acquisition in the PA test, (2) transiently increased the hippocampal BDNF level at 1, 2, and 4 h after the completion of exercise training, and (3) persistently increased the hippocampal protein levels of full-length TrkB, phosphorylated TrkB and synaptotagmin, but not truncated TrkB or SNAP-25. Moreover, the protein expression level of full-length TrkB or synaptotagmin was positively correlated with PA performance in mice. Finally, inhibition of TrkB signaling by K252a abolished the exercise-facilitated PA performance and upregulation of TrkB and synaptotagmin. Taken together, these data suggest that the upregulation of TrkB and synaptotagmin in the hippocampus contributes to the exercise-facilitated aversive memory.