From a Science Magazine online article:

They found that these physically active mice had fewer inflammatory cells (leukocytes) than sedentary mice, an effect they traced to diminished activity of hematopoietic stem and progenitor cells (HSPCs). The lower activity of HSPCs was due at least in part to exercise-induced reduction in the levels of leptin, a hormone produced by fat tissue that regulates cells within the hematopoietic bone marrow niche.

Regular physical activity is associated with a lower rate of death from heart disease, but the underlying mechanisms are not fully understood. Frodermann et al. examined the effect of exercise on cardiovascular inflammation, a known risk factor for atherosclerosis, by studying mice that voluntarily ran for long distances on exercise wheels.

To read more: https://science.sciencemag.org/content/366/6469/1091.2