BACKGROUND: Adverse childhood events (ACEs) have been associated with an increased risk of psychiatric disorders in young adulthood. To identify at-risk individuals and potential strategies to combat the negative impacts of ACE, this study investigated the mediating role of exercise in the relationship between psychological distress and ACEs. Further, we examined the moderating effect of the BDNF polymorphism in the mediation relationship. METHODS: Participants (N = 750, Mage = 20.1 years) completed questionnaires assessing ACEs divided into adverse environment (AE) and childhood maltreatment (CM), exercise, and psychological distress. Salivary genomic DNA was used for genotyping. The significance of the moderated mediation model was assessed using bootstrapping. RESULTS: There was a significant association between ACEs and psychological distress mediated by exercise. After addition of BDNF polymorphism, we found that the effect of ACEs on psychological distress through exercise was moderated by the BDNF polymorphism (index of moderated mediation = -0.19, [-0.48, -0.04], p-value ≤0.05). Further dividing ACE into AE and CM, the moderated mediation relationship remains significant only with AE (index of moderated mediation = -0.41, [-0.99, -0.10], p-value ≤0.05). CONCLUSIONS: The interaction between BDNF polymorphism and exercise may be a suitable target for interventions in ACEs-experienced individuals for the prevention or reduction of psychological distress.