Emerging evidence suggests that disruption of circadian rhythmicity contributes to development of comorbid depression, cardiovascular diseases (CVD), and type 2 diabetes mellitus (T2DM). Physical exercise synchronizes the circadian system and has ameliorating effects on the depression- and anxiety-like phenotype induced by circadian disruption in mice and sand rats. We explored the beneficial effects of voluntary wheel running on daily rhythms, and the development of depression, T2DM, and CVD in a diurnal animal model, the fat sand rat (Psammomys obesus). Voluntary exercise strengthened general activity rhythms, improved memory and lowered anxiety- and depressive-like behaviors, enhanced oral glucose tolerance, and decreased plasma insulin levels and liver weight. Animals with access to a running wheel had larger heart weight and heart/body weight ratio, and thicker left ventricular wall. Our results demonstrate that exercising ameliorates pathological-like daily rhythms in activity and blood glucose levels, glucose tolerance and depressive- and anxiety-like behaviors in the sand rat model, supporting the important role of physical activity in modulating the “circadian syndrome” and circadian rhythm-related diseases. We suggest that the utilization of a diurnal rodent animal model may offer an effective way to further explore metabolic, cardiovascular, and affective-like behavioral changes related to chronodisruption and their underlying mechanisms.