We have investigated the effects of a spinal cord injury on the brain and spinal cord, and whether exercise provided before the injury could organize a protective reaction across the neuroaxis. Animals were exposed to 21 days of voluntary exercise, followed by a full spinal transection (T7–T9) and sacrificed two days later. Here we show that the effects of spinal cord injury go beyond the spinal cord itself and influence the molecular substrates of synaptic plasticity and learning in the brain. The injury reduced BDNF levels in the hippocampus in conjunction with the activated forms of p-synapsin I, p-CREB and p-CaMK II, while exercise prior to injury prevented these reductions. Similar effects of the injury were observed in the lumbar enlargement region of the spinal cord, where exercise prevented the reductions in BDNF, and p-CREB. Furthermore, the response of the hippocampus to the spinal lesion appeared to be coordinated to that of the spinal cord, as evidenced by corresponding injury-related changes in BDNF levels in the brain and spinal cord. These results provide an indication for the increased vulnerability of brain centers after spinal cord injury. These findings also imply that the level of chronic activity prior to a spinal cord injury could determine the level of sensory-motor and cognitive recovery following the injury. In particular, exercise prior to the injury onset appears to foster protective mechanisms in the brain and spinal cord.