Besides their clinical uses, anabolic steroids (AASs) are self-administered by athletes to improve muscle mass and sports performance. The biological basis for their presumed effectiveness at suprapharmacological doses, however, remains uncertain. Since the expression of high levels of some stress proteins (HSPs) has been associated with an increased tolerance to stress and chronic exercise up-regulates HSP72 in skeletal muscle, this investigation was aimed at testing whether the administration of suprapharmacological doses of AASs, either alone or in conjunction with chronic exercise, induced changes in HSP72. Nandrolone decanoate (ND), an estrene derivative, but not stanozolol (ST), a derivative of the androstane series, up-regulated the levels of HSP72 and changed the proportions of various charge variants of the cytosolic HSP70s in sedentary and exercise-trained rats, exclusively in fast-twitch fibres. Since the expression of HSP73-levels in skeletal muscle was dependent on gender but not on muscle type, and that of HSP72-levels was muscle type specific but gender-independent, ND effects on cytosolic HSP70s could not be explained solely by a functional relationship with sex steroids. The reported results indicate that, by up-regulating the expression levels of HSP72 in fast-twitch fibres, nandrolone decanoate could contribute to improving the tolerance of skeletal muscle to high-intensity training.