Exercise provides broad health benefits, including improved emotional well-being and cognitive function. Emerging evidence suggests that exercising at different times during the day can have differential effects. However, how circadian phase and sex influence behavioral and physiological responses to exercise remains unclear. To address this question, we examined male and female wild-type mice maintained in either regular (REG, lights on/off at 7AM/7PM) or inverted (INV, lights off/on at 10AM/10PM) light/dark cycles. Mice were subjected to daily 20-min group swimming exercise sessions for 3 weeks, with each swimming session starting 2-3 hours after the morning light change. Exercised mice and sedentary controls were then subjected to an open field test (OFT) and blood corticosterone (CORT) measurements 24 hours post-exercise. We quantified several observed behaviors during swimming: escape attempts, floating, climbing and collisions. We also identified a highly stereotypical behavior: floating with only nostrils-above-water events (NAWEs). We found that expression of these behaviors was differentially modulated by sex, light-cycle phase and their interaction. Notably, behavioral differences were more pronounced in REG mice (rest phase). REG mice also lost weight after exercise and had elevated CORT levels compared to mice kept in INV conditions (active phase). Interestingly, OFT exploratory behaviors showed significant differences primarily in INV mice, particularly females. Our novel findings reveal that circadian rhythms and sex significantly interact to modulate behavioral responses to group swimming exercise in wild-type mice. This emphasizes the need to consider the animals' circadian phase when designing preclinical studies to match intended behavioral and physiological outcomes.