A healthy lifestyle, including regular physical exercise, is generally believed to improve cognitive function and enhance neurogenesis. Such physical exercise-induced effects are associated with increased brain expression of neurotrophic and growth factors. In the present study, we investigated Bdnf, Igf-1, Fgf-2, Egf, and VegfA messenger RNA (mRNA) expression levels in the male rat hippocampus and frontal cortex after 2 weeks of voluntary physical exercise. Whereas the expression of Fgf-2 was upregulated in the hippocampus and prefrontal cortex by physical exercise, the expression levels of Bdnf transcript 1, Bdnf transcript 4, Igf-1, and VegfA were upregulated only in the hippocampus. We focused our subsequent analyses on the VegfA gene, which encodes vascular endothelial growth factor, a signaling molecule important for angiogenesis, vasculogenesis, and neurogenesis. To study the epigenetic mechanisms involved in the physical exercise-mediated induction of VegfA expression, we used oxidative and non-oxidative bisulfite pyrosequencing to analyze VegfA promoter DNA methylation and DNA hydroxymethylation. We observed discrete DNA hypomethylation at specific CpG sites in rats that engaged in physical exercise relative to sedentary rats. This is exemplified by a CpG site located within a VegfA promoter Sp1/Sp3 transcription factor recognition element. DNA hydroxymethylation was present at the VegfA promoter, but no differences in DNA hydroxymethylation were observed in rats that engaged in physical exercise relative to sedentary rats. Moreover, we observed increased Tet1 and decreased Dnmt3b mRNA expression in the hippocampi of rats that engaged in physical exercise. The presented results substantiate the involvement of epigenetics as a mediator of the beneficial effects of physical exercise and point to the importance of analyzing factors beyond Bdnf to delineate the mechanisms behind the functional impacts of physical exercise in mediating benefits to the brain.