The number of patients with chronic obstructive pulmonary disease (COPD), a typical respiratory disorder, is rapidly increasing globally. The purpose of this study was to determine the effects of appropriate-intensity treadmill exercise on skeletal muscle and respiratory functions in a rat model of emphysema. Twenty-one Wistar rats were randomly divided into three groups: the sham (SH) group, pulmonary emphysema (PE) group, and emphysema + exercise (EX) group. Cigarette smoke solution and lipopolysaccharide were intratracheally administered for 4 weeks in the PE and EX groups. The rats in the EX group were made to run on treadmills in the latter 2 weeks of the experiment. Lung tissue was stained with anti-macrophage antibodies; the specific force (contractile force per unit cross-sectional area) of the diaphragm and hind-limb muscles was measured, and blood was analyzed for serum cytokine levels. Many macrophages were observed in the lung tissue of the PE group. In the EX group, the population of macrophages was smaller, and the specific force of the diaphragm and extensor digitorum longus muscles was higher than in the PE group. Moreover, the degree of inflammation in the pulmonary tissue was reduced in the EX group. These results suggest that adaptive exercise may improve not only respiratory and muscle functions but also inflammation of the pulmonary tissue associated with emphysema.