Exercise changes the tumor microenvironment by remodeling blood vessels and increasing infiltration by cytotoxic immune cells. The mechanisms driving these changes remain unclear. Herein, we demonstrate that exercise normalizes tumor vasculature and upregulates endothelial expression of VCAM1 in YUMMER 1.7 and B16F10 murine models of melanoma but differentially regulates tumor growth, hypoxia, and the immune response. We found that exercise suppressed tumor growth and increased CD8+ T-cell infiltration in YUMMER but not in B16F10 tumors. Single-cell RNA sequencing and flow cytometry revealed exercise modulated the number and phenotype of tumor-infiltrating CD8+ T cells and myeloid cells. Specifically, exercise caused a phenotypic shift in the tumor-associated macrophage population and increased the expression of MHC class II transcripts. We further demonstrated that ERK5 S496A knock-in mice, which are phosphorylation deficient at the S496 residue, mimicked the exercise effect when unexercised, yet when exercised, these mice displayed a reversal in the effect of exercise on tumor growth and macrophage polarization compared with wild-type mice. Taken together, our results reveal tumor-specific differences in the immune response to exercise and show that ERK5 signaling via the S496 residue plays a crucial role in exercise-induced tumor microenvironment changes. See related Spotlight by Betof Warner, p. 1158.