Traumatic brain injury (TBI) is brain damage caused by the application of external mechanical forces. TBI can lead to temporary or permanent impairment of physical and cognitive abilities resulting in abnormal behavior. We recently observed that a single session of early exercise in animals with TBI improved behavioral performance in the absence of cognitive abnormalities. In the present study, we investigated the therapeutic effects of continuous exercise during the early stages of TBI in rats. Continuous low-intensity exercise in early-stage improves locomotion recovery in TBI in animal models; however, it does not significantly enhance short-term memory. Moreover, continuous early exercise not only reduces protein expression of cerebral damage-related markers, such as Glial Fibrillary Acid Protein (GFAP), Neuron-Specific Enolase (NSE), S100β, Protein Gene Products 9.5 (PGP9.5), and Heat Shock Protein 70 (HSP70) but also decreases the expression of apoptosis-related protein BAX and cleaved caspase 3. Furthermore, exercise training in animals with TBI decreases microglia activation and the expression of inflammatory cytokines in the serum, such as CCL20, IL-13, IL-1α, and IL-1β. These findings demonstrate that early exercise therapy for TBI may be an effective strategy to improve physiological function, and that serum protein levels are useful biomarkers for predicting the effectiveness of early exercise therapy.