Moderate exercise is a healthy practice. However, exhaustive exercise generates free radicals. This can be evidenced by increases in lipid peroxidation, glutathione oxidation, and oxidative protein damage. It is well known that activity of cytosolic enzymes in blood plasma is increased after exhaustive exercise. This may be taken as a sign of damage to muscle cells. The degree of oxidative stress and of muscle damage does not depend on the absolute intensity of exercise but on the degree of exhaustion of the person who performs exercise. Training partially prevents free radical-formation in exhaustive exercise. Treatment with antioxidants such as vitamins C or E protects in part against free radical-mediated damage in exercise. Xanthine oxidase is involved in free-radical formation in exercise in humans and inhibition of this enzyme with allopurinol decreases oxidative stress and muscle damage associated with exhaustive exercise. Knowledge of the mechanism of free-radical formation in exercise is important because it will be useful to prevent oxidative stress and damage associated with exhaustive physical activity.