Persistent pain signals cause brain dysfunction and can further prolong pain. In addition, the physical restriction of movement (e.g., by a cast) can cause stress and prolong pain. Recently, it has been recognized that exercise therapy including rehabilitation is effective for alleviating chronic pain. On the other hand, physical stress and the restriction of movement can prolong pain. In this review, we discuss the neural circuits involved in the control of pain prolongation and the mechanisms of exercise-induced hypoalgesia (EIH). We also discuss the importance of the mesolimbic dopaminergic network in these phenomena.