The chestnut colt jogged one mile at Churchill Downs on Wednesday under exercise rider Willie Delgado.
Alan Sherman, who is overseeing California Chrome on behalf of his father and trainer Art Sherman, says the colt wanted to train because he was tired of walking around the barn.
Sherman says the colt will resume galloping Thursday and keep that schedule for as long as he remains at Churchill. He will travel to Baltimore early next week to prepare for the Preakness on May 17. Art Sherman has returned to his training base in Southern California and will rejoin the colt the later.