Sporting activities impose on the skeletal system forces of a high intensity and frequency. Ligaments, bone and tendons behave in a time-dependent load-extension fashion, and it is important for both scientists and clinicians to consider, for example, the alterations in failure properties shown by ligaments, tendons and bone at different rates of deformation. Whether the ability of the skeletal system to withstand stress can be improved with appropriate training is still controversial. The effects of physical exercise depend on the modality, intensity and duration with which the exercise itself is performed. Moreover, genetic factors, also influencing growth and hormonal status, may exert a significant influence on the response of a given tissue to an external load. Overloading may cause a lesion, and this may decrease or annihilate performance capability. The skeletal system may not be resistant enough, and so it may prove limiting to intensive physical activity. In vitro studies on resistance of a single tissue have not taken into consideration the specific resistance of that structure in vivo, and the results so obtained cannot be readily extrapolated to sporting activities, as in vivo muscles, joints, tendons, ligaments and cartilage act as one. This article reviews some of the possible beneficial and detrimental effects of intense exercise on various components of the skeletal system, focusing on its ability to withstand and adapt to stresses and allow maximal performance.