Exercise is shown to improve cognitive function in various human and animal studies. Laboratory mice are often used as a model to study the effects of physical activity and running wheels provide a voluntary and non-stressful form of exercise. The aim of the study was to analyze whether the cognitive state of a mouse is related to its wheel-running behavior. Twenty-two male C57BL/6NCrl mice (9.5 weeks old) were used in the study. The cognitive function of group-housed mice (n = 5-6/group) was first analyzed in the IntelliCage system followed by individual phenotyping with the PhenoMaster with access to a voluntary running wheel. The mice were divided into three groups according to their running wheel activity: low, average, and high runners. The learning trials in the IntelliCage showed that the high-runner mice exhibited a higher error rate at the beginning of learning trials but improved their outcome and learning performance more compared to the other groups. The high-runner mice ate more compared to the other groups in the PhenoMaster analyses. There were no differences in the corticosterone levels between the groups, indicating similar stress responses. Our results demonstrate that high-runner mice exhibit enhanced learning capabilities prior to access to voluntary running wheels. In addition, our results also show that individual mice react differently when introduced to running wheels, which should be taken into consideration when choosing animals for voluntary endurance exercise studies.