Peripheral inflammation may lead to severe inflammatory painful conditions. Macrophages are critical for inflammation; modulating related pathways could be an essential therapeutic strategy for chronic pain diseases. Here we hypothesized that 1) Macrophage-P2X4 receptors are involved in the transition from acute to persistent inflammatory muscle hyperalgesia and that 2) P2X4 activation triggers a pro-inflammatory phenotype leading to Interleukin-1β (IL-1β) increase. Once physical exercise prevents exacerbated inflammatory processes related to chronic diseases including chronic muscle pain, we also hypothesized that 3) physical exercise, through PPARγ receptors, prevents P2X4 receptors activation. With pharmacological behaviour, biomolecular analysis and swimming physical exercise in a mouse model of persistent inflammatory muscle hyperalgesia we demonstrated that P2X4 receptors are essential for transitioning from acute to persistent inflammatory muscle hyperalgesia; Phosphorylation of p38MAPK indicated P2X4 signalling activation associated with inflammatory macrophage and an increase of IL-1β expression in skeletal muscle; Exercise-PPARγ receptors prevented phosphorylation of p38MAPK in muscle tissue. Our findings suggest that exercise-PPARγ modulates the acute inflammatory phase of developing persistent muscle hyperalgesia by controlling p38MAPK-related P2X4 signalling. These highlight the great potential of modulating macrophage phenotypes and P2X4 receptors to prevent pain conditions and the ability of physical exercise to prevent inflammatory processes related to chronic muscle pain.