Human studies suggest the existence of an exercise dependency syndrome and a link between drug intake and intense physical activity. Our aim was to assess whether a link actually existed between running activity and cocaine intake in mice. Thirty male Swiss mice were used. Ten mice were used as controls, individually housed in cages without a wheel, and 20 mice were in cages with free access to a running wheel. Cocaine preference was estimated as the ratio (as percent) of cocaine solution intake over total fuid intake in the course of free oral access to cocaine solution versus water. High cocaine scores were only found with high wheel activity. The lowest activity scores were found with low cocaine preference. A group of “high runners” impervious to cocaine appetence and to the effects of exercise withdrawal were found, which may suggest that shared mechanisms could be involved in both dependence on sport and drug taking. Findings suggest that moderate activity seems to be associated with low cocaine preference, and cocaine intake could increase in cases of intense activity. The urge for physical activity (as seen with top-level professional athletes) may theoretically combine with different degrees of vulnerability to cocaine. The use of substances by those engaging in intense physical activity, for performance enhancement or recreational purposes, could potentially trigger a pattern of consumption and addiction. This pattern corresponds with the theory that there may be an addictive element in physical activity. Animal models could prove useful for identifying biological or behavioral predictors of such vulnerability and identifying persons either at risk or possessing resistance.