The aggregation of TAR DNA binding protein 43 kDa (TDP-43) induces neurodegeneration which is accompanied with microglial activation. Physical exercise is one promising strategy for neuroprotection and neurodegeneration, whilst its benefits to counteract TDP-43 proteinopathy has not been systemically investigated. Here we generated a mouse model using cortical transfection of mutant human TDP-43, which led to impaired motor learning. In vivo imaging showed the activation of microglial to direct the phagocytosis of parvalbumin interneurons (PV-INs), resulting in disrupted neural network. Using treadmill exercise, microglia reactivity and phagocytosis were attenuated due to the inactivation of complement pathway. Furthermore, exercise was found to induce adipocytic release of clusterin, one complement cascade, to recover normal cortical functions. Those results collectively demonstrated a previously unrecognized pathway in which exercise-induced adipocytic cytokine acts to modulate brain microenvironment and neural functions.