Purpose: Multiple sclerosis is an autoimmune disease that affects the central nerve system, resulting in cumulative loss of motor function. Multiple sclerosis is induced through multiple mechanisms and is caused by inflammation and demyelination. This study aims to evaluate the neuroprotective effect of swimming exercise in experimental autoimmune encephalomyelitis (EAE) rats, an animal model of multiple sclerosis. Methods: EAE was induced by an intradermal injection of 50-μg purified myelin oligodendrocyte glycoprotein 33–55 (MOG33-55) dissolved in 200-μL saline at the base of the tail. The rats in the swimming exercise group were made to swim for 30 minutes once pert a day for 26 consecutive days, starting 5 days after induction of EAE. To compare the effect of swimming exercise with interferon-β, a drug for multiple sclerosis, interferon-β was injected intraperitoneally into rats of the EAE-induced and interferon-β-treated group during the exercise period. Results: Injection of MOG33-55 caused weight loss, decreased clinical disability score, and increased level of pro-inflammatory cytokines and inflammatory mediators in the lumbar spinal cord. Loss of motor function and weakness increased demyelination score. Swimming exercise suppressed demyelination and expression of pro-inflammatory cytokines and inflammatory mediators. These changes promoted recovery of EAE symptoms such as body weight loss, motor dysfunction, and weakness. Swimming exercise caused the same level of improvement as interferon-β treatment. Conclusions The results of this experiment suggest the possibility of swimming exercise in urological diseases that are difficult to treat. Swimming exercises can be considered for relief of symptom in incurable multiple sclerosis.