We hypothesized that overloaded training (OT) in triathlon would induce oxidative stress and damage on muscle and DNA. Nine male triathletes and 6 male sedentary subjects participated in this study. Before and after a 4-week OT, triathletes exercised for a duathlon. Blood ratio of reduced vs. oxidized glutathione (GSH/GSSG), plasma thiobarbituric acid reactive substances (TBARS), leukocyte DNA damage, creatine kinase (CK), and CK-MB mass in plasma, erythrocyte superoxide dismutase (SOD) activity, erythrocyte and plasma glutathione peroxidase (GSH-Px) activities, and plasma total antioxidant status (TAS) were measured before and after OT in pre- and postexercise situations. Triathletes were overloaded in response to OT. In rest conditions, OT induced plasma GSH-Px activity increase and plasma TAS decrease (both p < 0.05). In exercise conditions, OT resulted in higher exercise-induced variations of blood GSH/GSSG ratio, TBARS level (both p < 0.05), and CK-MB mass (p < 0.01) in plasma; and decreased TAS response (p < 0.05). OT could compromise the antioxidant defense mechanism with respect to exercise-induced response. The resulting increased exercise-induced oxidative stress and further cellular susceptibility to damage needs more study.