Mood homeostasis present sexually dimorphic traits which may explain sex differences in the incidence of mood disorders. We explored whether diverse behavioral-setting components of mood may be differentially regulated in males and females by exercise, a known modulator of mood. We found that exercise decreases anxiety only in males. Conversely, exercise enhanced resilience to stress and physical arousal, two other important components of mood, only in females. Because exercise increases brain input of circulating insulin-like growth factor I (IGF-I), a potent modulator of mood, we explored whether sex-specific actions of exercise on mood homeostasis relate to changes in brain IGF-I input. We found that exercise increased hippocampal IGF-I levels only in cycling females. Underlying mechanism involved activation of estrogen (E2) receptors in brain vessels that led to increased uptake of serum IGF-I as E2 was found to stimulate IGF-I uptake in brain endothelial cells. Indeed, modulatory effects of exercise on mood were absent in female mice with low serum IGF-I levels or after either ovariectomy or administration of an E2 receptor antagonist. These results suggest that sex-specific brain IGF-I responses to physiological stimuli such as exercise contribute to dimorphic mood homeostasis that may explain sex differences in affective disorders.