Previous studies in our lab showed that 4 weeks of paternal voluntary exercise in laboratory mice (C57Bl/6 strain) leads to lower anxiety levels and a more robust fear extinction memory in male adult offspring, whereas paternal corticosterone (stress hormone) exposure for 4 weeks leads to increased anxiety-related behaviours in male offspring, increased subordination towards other male mice, and increased attractiveness towards females. These behavioural changes were found to be accompanied by modulation of the paternal sperm small noncoding RNA profile, which is thought to be involved in the inheritance. In this study, we decided to investigate the paternal sperm long noncoding RNA (lncRNA) profile of mice exposed to chronic voluntary exercise or increased stress hormone. We adopted a sensitive sequencing technique called CaptureSeq and detected thousands of differentially expressed lncRNAs in ‘stressed’ mice, and hundreds of downregulated lncRNAs in exercised mice. We also investigated the expression of circular RNAs and transposable-element transcripts. Due to poor functional annotation of lncRNAs, we conducted bioinformatic analyses to predict their biological relevance, and found that almost half of the detected sperm lncRNAs are also expressed in the adult infralimbic prefrontal cortex, and could also have the potential to regulate brain development and function. We then isolated sperm lncRNAs from the stress-model males and microinjected them into fertilised oocytes to generate embryos with modulated lncRNA populations. The resulting adult offspring had lower body weight and altered anxiety and affective behavioural responses. This study shows that lncRNAs are functionally relevant for this type of inheritance.