Withdrawal from a chronic period of alcohol consumption is commonly associated with the manifestation of depression, potentially exerting a significant influence on treatment prospects and increasing the likelihood of relapse. Better therapeutic strategies need to be developed to assist with rehabilitation. Here, we report the detection of depression-related behaviours in a mouse model of 6-week free-choice ethanol (10%, v/v) consumption followed by 2-week abstinence. Mice abstinent from alcohol showed increased immobility time on the forced-swim test, reduced saccharin consumption and increased latency to feed in the novelty-suppressed feeding test. By comparison, there was no significant effect on anxiety-related behaviours as determined by testing on the light–dark box and elevated plus maze. We found that the provision of running-wheels through the duration of abstinence attenuated depressive behaviour in the forced-swim and novelty-suppressed feeding tests, and increased saccharin consumption. Given the link between withdrawal from addictive substances and depression, this model will be useful for the study of the pathophysiology underlying alcohol-related depression. The findings of this study establish an interaction between physical activity and the development of behavioural changes following cessation of alcohol consumption that could have implications for the development of rehabilitative therapies.