Anxiety-like behavior often emerges in the later stages of neuropathic pain, exacerbating the pain condition and potentially involving parvalbumin-positive (PV+) neurons. This study aimed to investigate the effects of voluntary exercise on neuropathic pain-induced anxiety and its relationship with PV+ neurons, perineuronal nets (PNNs, labeled with Wisteria floribunda agglutinin [WFA]), and microglia in the corticolimbic regions. Male Wistar rats with partial sciatic nerve ligation (PSL) were given access to running wheels either from 3 days (early voluntary exercise [EEx]) or from 4 weeks (late voluntary exercise [LEx]) postoperatively. Nociceptive behaviors were assessed using the von Frey and acetone tests, while anxiety-like behaviors were assessed using the open field and elevated plus maze tests. Brain sections were histologically analyzed using immunohistochemistry and immunofluorescence 8 weeks post-surgery. Both early and late exercise partially restored the paw withdrawal thresholds and the arousal response. PSL-EEx rats did not exhibit anxiety-like behaviors. PSL-LEx rats transiently showed anxiety-like behaviors, but these were eradicated by exercise. PSL altered PV+ neurons and PNNs in specific corticolimbic subregions. Notably, voluntary exercise restored the densities of PV+-strong WFA+ neurons in the basolateral amygdala, PV+-WFA-, and PV+-WFA+ neurons in the anterior cingulate cortex, and PV+-WFA+ neurons in the hippocampal cornu ammonis 1. These changes correlated with reduced anxiety-like behaviors. Exercise modulated PSL-induced microglial activation and interacted differently with these neurons. These findings suggest that voluntary exercise prevents and eliminates chronic pain-induced anxiety through neuronal mechanisms other than analgesic effects, potentially involving PV+ neurons, PNNs, and microglia in the corticolimbic subregions.