Involuntarily exercising rats undergo more physical and mental stress than voluntarily exercising rats; however, these findings still lack electrophysiological evidence. Many studies have reported that theta rhythm appears when there is mental stress and that it is affected by emotional status. Thus we hypothesized that the differences between voluntary and involuntary movement should also exist in the hippocampal theta rhythm. Using the wheel and treadmill exercise models as voluntary and involuntary exercise models, respectively, this study wirelessly recorded the hippocampal electroencephalogram, electrocardiogram, and three-dimensional accelerations of young male rats. Treadmill and wheel exercise produced different theta patterns in the rats before and during running. Even though the waking baselines for the two exercise types were recorded in different environments, there did not exist any significant difference after distinguishing the rats' sleep/wake status. When the same movement-related parameters are considered, the treadmill running group showed more changes in their theta frequency (4-12 Hz), in their theta power between 9.5-12 Hz, and in their heart rate than the wheel running group. A positive correlation between the changes in high-frequency (9.5-12 Hz) theta power and heart rate was identified. Our results reveal various voluntary and involuntary changes in hippocampal theta rhythm as well as divergences in heart rate and high-frequency theta activity that may represent the effects of an additional emotional state or the sensory interaction during involuntary running by rats.