The purpose of this study was to assess, from a behavioral, biochemical, and molecular standpoint, how exercise training affected fibromyalgia (FM) symptoms in a reserpine-induced FM model and to look into the potential involvement of the hippocampal PGC-1α/FNDC5/BDNF pathway in this process. Reserpine (1 mg kg−1) was subcutaneously injected once daily for three consecutive days and then the rats were exercised for 21 days. Mechanical allodynia was evaluated 1, 11, and 21 days after the last injection. At the end of the exercise training protocol forced swim, open field and Morris water maze tests were performed to assess depression, locomotion and cognition, respectively. Additionally, biochemical and molecular markers related to the pathogenesis of the FM and cognitive functions were measured. Reserpine exposure was associated with a decrease in locomotion, an increase in depression, an increase in mechanical allodynia, and a decrease in spatial learning and memory (p < 0.05). These behavioral abnormalities were found to be correlated with elevated blood cytokine levels, reduced serotonin levels in the prefrontal cortex, and altered PGC-1α/FNDC5/BDNF pathway in the hippocampus (p < 0.05). Interestingly, exercise training attenuated all the neuropathological changes mentioned above (p < 0.05). These results imply that exercise training restored behavioral, biochemical, and molecular changes against reserpine-induced FM-like symptoms in rats, hence mitigating the behavioral abnormalities linked to pain, depression, and cognitive functioning.