Changes in behavioral state are associated with modulation of sensory responses across visual, auditory and somatosensory cortices. Here we show that locomotor activity independently modulates performance in delay eyeblink conditioning, a cerebellum-dependent form of associative learning. Increased locomotor speed in head-fixed mice was associated with earlier onset of learning and trial-by-trial enhancement of learned responses. The influence of locomotion on conditioned responses was dissociable from changes in arousal and was independent of the sensory modality of the conditioned stimulus. Eyelid responses evoked by optogenetic stimulation of mossy fiber terminals within the cerebellar cortex, but not at sites downstream, were also positively modulated by ongoing locomotion. We conclude that locomotor activity modulates delay eyeblink conditioning through mechanisms acting on the mossy fiber pathway within the cerebellar cortex. Taken together, these results suggest a novel role for behavioral state modulation in associative learning and provide a potential mechanism through which engaging in movement can improve an individual's ability to learn.