Tumor cell extravasation into the brain requires passage through the blood–brain barrier, which is a highly protected microvascular environment fortified with tight junction (TJ) proteins. TJ integrity can be regulated under physiological and pathophysiological conditions. There is evidence that exercise can modulate oxidation status within the brain microvasculature and protect against tumor cell extravasation and metastasis formation. In order to study these events, mature male mice were given access to voluntary exercise on a running wheel (exercise) or access to a locked wheel (sedentary) for five weeks. The average running distance was 9.0 ± 0.2 km/day. Highly metastatic tumor cells (murine Lewis lung carcinoma) were then infused into the brain microvasculature through the internal carotid artery. Analyses were performed at early stage (48 h) and late stage (3 weeks) post tumor cell infusion. Immunohistochemical analysis revealed fewer isolated tumor cells extravasating into the brain at both 48 h and 3 weeks post surgery in exercised mice. Occludin protein levels were reduced in the sedentary tumor group, but maintained in the exercised tumor group at 48 h post tumor cell infusion. These results indicate that voluntary exercise may participate in modulating blood–brain barrier integrity thereby protecting the brain during metastatic progression.