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Abstract Background Increased physical exercise improves cognitive function and reduces pathology associated with Alzheimer’s disease (AD). However, the mechanisms underlying the beneficial effects of exercise in AD on the level of specific brain cell types remain poorly investigated. The involvement of astrocytes in AD pathology is widely described, but their exact role in exercise-mediated neuroprotection warrant further investigation. Here, we investigated the effect of long-term voluntary physical exercise on the modulation of the astrocyte state. Methods Male 5xFAD mice and their wild-type littermates had free access to a running wheel from 1.5 to 7 months of age. A battery of behavioral tests was used to assess the effects of voluntary exercise on cognition and learning. Neuronal loss, impairment in neurogenesis, beta-amyloid (Aβ) deposition, and inflammation were evaluated using a variety of histological and biochemical measurements. Sophisticated morphological analyses were performed to delineate the specific involvement of astrocytes in exercise-induced neuroprotection in the 5xFAD mice. Results Long-term voluntary physical exercise reversed cognitive impairment in 7-month-old 5xFAD mice without affecting neurogenesis, neuronal loss, Aβ plaque deposition, or microglia activation. Exercise increased glial fibrillary acid protein (GFAP) immunoreactivity and the number of GFAP-positive astrocytes in 5xFAD hippocampi. GFAP-positive astrocytes in hippocampi of the exercised 5xFAD mice displayed increases in the numbers of primary branches and in the soma area. In general, astrocytes distant from Aβ plaques were smaller in size and possessed simplified processes in comparison to plaque-associated GFAP-positive astrocytes. Morphological alterations of GFAP-positive astrocytes occurred concomitantly with increased astrocytic brain-derived neurotrophic factor (BDNF) and restoration of postsynaptic protein PSD-95. Conclusions Voluntary physical exercise modulates the reactive astrocyte state, which could be linked via astrocytic BDNF and PSD-95 to improved cognition in 5xFAD hippocampi. The molecular pathways involved in this modulation could potentially be targeted for benefit against AD.