There are growing attention and interdisciplinary efforts for One Health to attain optimal health and well-being for humans and animals. Exercise has been suggested as a powerful intervention for health care and fitness management in humans; however, few studies have demonstrated the beneficial effect of exercise on dogs. The purpose of this study was to examine the effects of exercise training on heart rate (HR), bone mineral density (BMD), muscle volume (MV), and hematological and serum biomarkers in dogs. Six healthy beagles completed the interval treadmill exercise protocol, developed based on the FITT principle, two times a week for 12 weeks. For a physiological parameter evaluation, the mean HR value was analyzed using a Polar H10 system and software program. Quantitative computed tomography was used to determine BMD in the femur and vertebrae and MV in the thigh before and after exercise training. To perform hematological and serum biochemical parameter assessment, blood samples were analyzed at zero and 12 weeks of exercise. We show that interval exercise results in a normal HR response and no adverse behavioral and physiological effects on dogs. Exercise improves BMD in the femur (541.6 ± 16.7 vs. 610.2 ± 27.8 HA, p < 0.01) and increases serum total alkaline phosphatase (TALP; 68.6 ± 9.2 vs. 81.3 ± 17.2, p < 0.01), aspartate aminotransferase (23.5 ± 1.0 vs. 33.5 ± 1.6, p <0.01), and creatine kinase (114.8 ± 5.3 vs. 214.0 ± 20.8, p < 0.01) levels. There is a positive relationship between BMD and TALP (femur: r = 0.760, p = 0.004; vertebrae: r = 0.637; p = 0.025). Our findings suggest that long-term interval exercise training is beneficial to increase BMD in the femur, and an increased TALP level is a concomitant mechanism for enhancing BMD with exercise in dogs.