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Exercise induces beneficial responses in the brain, which is accompanied by an increase in BDNF, a trophic factor associated with cognitive improvement and the alleviation of depression and anxiety. However, the exact mechanisms whereby physical exercise produces an induction in brain Bdnf gene expression are not well understood. While pharmacological doses of HDAC inhibitors exert positive effects on Bdnf gene transcription, the inhibitors represent small molecules that do not occur in vivo. Here, we report that an endogenous molecule released after exercise is capable of inducing key promoters of the Mus musculus Bdnf gene. The metabolite β-hydroxybutyrate, which increases after prolonged exercise, induces the activities of Bdnf promoters, particularly promoter I, which is activity-dependent. We have discovered that the action of β-hydroxybutyrate is specifically upon HDAC2 and HDAC3, which act upon selective Bdnf promoters. Moreover, the effects upon hippocampal Bdnf expression were observed after direct ventricular application of β-hydroxybutyrate. Electrophysiological measurements indicate that β-hydroxybutyrate causes an increase in neurotransmitter release, which is dependent upon the TrkB receptor. These results reveal an endogenous mechanism to explain how physical exercise leads to the induction of BDNF. DOI: http://dx.doi.org/10.7554/eLife.15092.001, eLife digest Exercise is not only good for our physical health but it benefits our mental health and abilities too. Physical exercise can affect how much of certain proteins are made in the brain. In particular, the levels of a protein called brain derived neurotrophic factor (or BDNF for short) increase after exercise. BDNF has already been shown to enhance mental abilities at the same time as acting against anxiety and depression in mice, and might act in similar way in humans. Nevertheless, it is currently not clear how exercise increases the production of BDNF by cells in the brain. Sleiman et al. have now investigated this question by comparing mice that were allowed to use a running wheel for 30 days with control mice that did not exercise. The comparison showed that the exercising mice had higher levels of BDNF in their brains than the control mice, which confirms the results of previous studies. Next, biochemical experiments showed that this change occurred when enzymes known as histone deacetylases stopped inhibiting the production of BDNF. Therefore Sleiman et al. hypothesised that exercise might produce a chemical that itself inhibits the histone deacetylases. Indeed, the exercising mice produced more of a molecule called β-hydroxybutyrate in their livers, which travels through the blood into the brain where it could inhibit histone deacetylases. Further experiments showed that injecting β-hydroxybutyrate directly into the brains of mice led to increase in BDNF. These new findings reveal with molecular detail one way in which exercise can affect the expression of proteins in the brain. This new understanding may provide ideas for new therapies to treat psychiatric diseases, such as depression, and neurodegenerative disorders, such as Alzheimer’s disease. DOI: http://dx.doi.org/10.7554/eLife.15092.002