BDNF and Anxiety: The main important findings of this study are that: (1) A maternal model of hypothyroidism decreased hippocampal BDNF levels, increased anxiety‐like behaviors, and impaired cognitive functions in male offspring rats; (2) LEV alone increased BDNF levels and improved spatial learning; (3) exercise alone increased BDNF levels, improved spatial learning and memory, and decreased anxiety‐like behaviors; (4) a combination therapy of mild exercise plus LEV more effectively improved anxiety‐like behaviors and spatial learning than exercise or LEV alone.