Physical activities such as long-distance running can be habit forming and associated with a sense of well-being to a degree that justifies comparison with drug-induced addictive behaviours. To understand molecular similarities and dissimilarities controlling these behaviours in humans we compared the effects of running in running wheels to the effects of chronic cocaine or morphine administration on mRNA levels in brain reward pathways in the inbred Fischer and Lewis rat strains. These strains are both inbred from the Sprague–Dawley strain; Lewis rats display a higher preference towards addictive drugs and running than do Fischer rats. After chronic cocaine or running a similar increase of dynorphin mRNA in medial caudate putamen was found in the Lewis rat, suggesting common neuronal adaptations in this brain region to both cocaine and running. Fischer and Lewis rats both responded to cocaine with increased dynorphin mRNA levels in medial caudate putamen. However, only Lewis rats increased dynorphin mRNA after running, possibly reflecting the much higher degree of running by the Lewis strain as compared to the Fischer strain. Moreover, the running-induced upregulation of dynorphin mRNA was blocked by the opioid receptor antagonist naloxone. We suggest that running increases dynorphin mRNA by a mechanism that involves endogenous opioids. The voluntary wheel-running model in rats might be used to study natural reward and compulsive behaviours and possibly also to screen candidate drugs for treatment of compulsive disorders.