BDNF and Anxiety: Associated with these positive effects of exercise, numerous cellular and molecular changes in the brain in response to running have been described in rodents.77 At a molecular level, changes in gene expression have been described, including upregulation of neurotrophic factors such as vascular endothelial growth factor78 and BDNF.79, 80, 81, 82 In addition to a role in learning and memory after exercise,83 levels of BDNF protein have been associated with an alteration of anxiety levels following exercise.79, 80