Multiple sclerosis (MS) is an inflammatory neurodegenerative disease of the central nervous system. The primary symptoms of MS include the loss of sensory and motor function. Exercise has been shown to modulate disease parameters in experimental autoimmune encephalomyelitis (EAE), a mouse model of MS, by reducing immune cell infiltration and oxidative stress. However, these initial studies were carried out exclusively in female mice. The present study compared the effects of daily voluntary wheel running on several disease parameters in male and female mice with EAE. Male and female mice were given access to a running wheel for 1h a day for 30 consecutive days. Daily wheel running significantly improved clinical scores in males with EAE but had little effect on clinical signs in females with the disease. Direct comparison of inflammation, axonal injury, and oxidative stress in male and female mice with EAE revealed significant differences in the amount of T-cell infiltration, microglia reactivity, demyelination and axon integrity. Male mice with EAE given daily access to running wheels also had significantly less ongoing oxidative stress compared to all other groups. Taken together, our results indicate that the inflammatory response generated in EAE is distinct between the sexes and its modulation by daily exercise can have sex-specific effects on disease-related outcomes.