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Clinical studies show that physical exercise has anxiolytic and pro-cognitive properties for both healthy individuals and psychiatric patients. Most of these data refer to the effects of aerobic exercise. However, other modalities such as resistance exercise deserve more attention because they may also modulate brain function. This study aimed to compare the effects of an aerobic exercise protocol on a treadmill and a resistance exercise protocol on a ladder apparatus on anxiety-like behavior, cognitive flexibility, and neuroplasticity parameters in healthy animals. Adult male Wistar rats were divided into three groups: sedentary control, aerobic training, and resistance training. Subsequently, they were evaluated in the elevated plus-maze (EPM), light-dark box, and modified hole board (mHB) tests. The expressions of synaptophysin and postsynaptic plasticity protein 95 in the dorsal and ventral hippocampus were analyzed by immunofluorescence. The results demonstrated an anxiolytic effect promoted by exercise in the EPM, particularly in the animals submitted to aerobic training, and a mild pro-learning effect of both exercise modalities was observed in the mHB test. All groups showed similar outcomes in the other evaluations. Therefore, the exercise modalities investigated in the present study did not provide considerable modifications to such aspects of the emotional/cognitive functions and neuroplasticity under physiological contexts. Perhaps the two types of exercise acted in neurobiological pathways not analyzed in this study, or the effects may emerge under pathological contexts. These hypotheses should be tested in future studies.