Rodents exposed to mild but repetitive stress may develop anxiety- and depression-like behaviors. Whether this stress response could be alleviated by pharmacological treatments or exercise interventions, such as wheel running, was unknown. Herein, we determined anxiety- and depression-like behaviors in restraint stressed rats (2h/day, 5 days/week for 4 weeks) subjected to acute diazepam treatment (30min prior to behavioral test), chronic treatment with fluoxetine, reboxetine or venlafaxine (10mg/kg/day for 4 weeks), and/or 4-week voluntary wheel running. In elevated plus-maze (EPM) and forced swimming tests (FST), stressed rats spent less time in the open arms and had less swimming duration than the control rats, respectively, indicating the presence of anxiety- and depression-like behaviors. Stressed rats also developed learned fear as evaluated by elevated T-maze test (ETM). Although wheel running could reduce anxiety-like behaviors in both EPM and ETM, only diazepam was effective in the EPM, while fluoxetine, reboxetine, and venlafaxine were effective in the ETM. Fluoxetine, reboxetine, and wheel running, but not diazepam and venlafaxine, also reduced depression-like behavior in FST. Combined pharmacological treatment and exercise did not further reduce anxiety-like behavior in stressed rats. However, stressed rats treated with wheel running plus reboxetine or venlafaxine showed an increase in climbing duration in FST. In conclusion, regular exercise (voluntary wheel running) and pharmacological treatments, especially fluoxetine and reboxetine, could alleviate anxiety- and depression-like behaviors in stressed male rats.