Obesity increases inflammation, both peripherally and centrally, and exercise can ameliorate some of the negative health outcomes associated with obesity. Within the brain, the effect of obesity on inflammation has been well characterized in the hypothalamus and hippocampus, but has been relatively understudied in other brain regions. The current study was designed to address two primary questions; (1) whether western diet (high fat/high sucrose) consumption would increase markers of inflammation in the prefrontal cortex and (2) whether concurrent voluntary wheel running would ameliorate any inflammation. Adult male mice were exposed to a western diet or a control diet for 8 weeks. Concurrently, half the animals were given running wheels in their home cages, while half did not have access to wheels. At the conclusion of the study, prefrontal cortex was removed and expression of 18 proinflammatory genes was assayed. Expression of a number of proinflammatory molecules was upregulated by consumption of the western diet. For two chemokines, chemokine (C-C motif) ligand 2 (CCL2) and C-X-C motif chemokine 10(CXCL10), voluntary exercise blocked the increase in the expression of these genes. Cluster analysis confirmed that the majority of the tested genes were upregulated by western diet, and identified another small cluster of genes that were downregulated by either diet or exercise. These data identify a proinflammatory phenotype within the prefrontal cortex of mice fed a western diet, and indicate that chemokine induction can be blocked by voluntary exercise.