Regular moderate exercise has been suggested to exert anti-inflammatory effects and improve immune effector functions, resulting in reduced disease incidence and viral infection susceptibility. Whether regular exercise also affects bacterial infection susceptibility is unknown. The aim of this study was to investigate whether regular voluntary exercise wheel running prior to a pulmonary infection with bacteria (P. aeruginosa) affects lung bacteriology, sickness severity and phagocyte immune function in mice. Balb/c mice were randomly placed in a cage with or without a running wheel. After 28 days, mice were intranasally infected with P. aeruginosa. Our study showed that regular exercise resulted in a higher sickness severity score and bacterial (P. aeruginosa) loads in the lungs. The phagocytic capacity of monocytes and neutrophils from spleen and lungs was not affected. Although regular moderate exercise has many health benefits, healthy mice showed increased bacterial (P. aeruginosa) load and symptoms, after regular voluntary exercise, with perseverance of the phagocytic capacity of monocytes and neutrophils. Whether patients, suffering from bacterial infectious diseases, should be encouraged to engage in exercise and physical activities with caution requires further research.