Lower extremity peripheral artery disease (PAD) is associated with functional decline. Physical exercise has been proven to be an effective therapeutic strategy for PAD; however the effect of exercise initiated before PAD remains unknown. Here, we investigated the preventive effects of exercise on endurance capacity, hindlimb perfusion, and on polarization profile of circulating monocytes and limb muscle macrophages. ApoE^−/− mice were subjected to 5-week running wheel exercise or remained sedentary before induction of hindlimb ischemia. The two groups were thereafter kept sedentary. Exercised mice prior to PAD showed higher exhaustive treadmill running distance and time than sedentary mice. Preventive exercise also increased perfusion, arteriole density, and muscle regeneration in the ischemic hindlimb. Moreover, preventive exercise prevented ischemia-induced increased gene expression of pro-inflammatory M1 macrophages markers and cytokines in the ischemic muscle, while no changes were observed for anti-inflammatory M2 macrophage markers. Flow cytometry analysis showed that the proportion of circulating pro-inflammatory monocyte subtype decreased whereas that of anti-inflammatory monocytes increased with preventive exercise. Overall, we show that exercise initiated before PAD improves endurance performance and hindlimb perfusion in mice probably via inhibition of M1 macrophage polarization and inflammation in the ischemic muscle. Our study provides experimental evidence for a role of regular exercise in primary prevention of PAD.