While it has been known that physical activity can improve cognitive function and protect against neurodegeneration, the underlying mechanisms for these protective effects are yet to be fully elucidated. There is a large body of evidence indicating that physical exercise improves neurogenesis and maintenance of neurons. Yet, its possible effects on glial cells remain poorly understood. Here, we tested whether physical exercise in mice alters the expression of trophic factor-related genes and the status of astrocytes in the dentate gyrus of the hippocampus. In addition to a significant increase in Bdnf mRNA and protein levels, we found that 4 weeks of treadmill and running wheel exercise in mice, led to (1) a significant increase in synaptic load in the dentate gyrus, (2) alterations in astrocytic morphology, and (3) orientation of astrocytic projections towards dentate granule cells. Importantly, these changes were possibly linked to increased TrkB receptor levels in astrocytes. Our study suggests that astrocytes actively respond and could indeed mediate the positive effects of physical exercise on the central nervous system and potentially counter degenerative processes during aging and neurodegenerative disorders.