Exercise is associated with increased ATP need and an enhanced aerobic and/or anaerobic metabolism, which results in an increased formation of reactive oxygen species (ROS). Regular exercise seems to decrease the incidence of a wide range of ROS-associated diseases, including heart disease, type II diabetes, rheumatic arthritis, Alzheimer and Parkinson diseases, and certain cancers. The preventive effect of regular exercise, at least in part, is due to oxidative stress-induced adaptation. The oxidative challenge-related adaptive process of exercise is probably not just dependent upon the generated level of ROS but primarily on the increase in antioxidant and housekeeping enzyme activities, which involves the oxidative damage repair enzymes. Therefore, the effects of exercise resemble the characteristics of hormesis. In addition, it seems that the oxidative challenge-related effects of exercise are systemic. Skeletal muscle, liver, and brain have very different metabolic rates and functions during exercise, but the adaptive response is very similar: increased antioxidant/damage repair enzyme activity, lower oxidative damage, and increased resistance to oxidative stress, due to the changes in redox homeostasis. Hence, it is highly possible that the well-known beneficial effects of exercise are due to the capability of exercise to produce increased levels of ROS. Or in other words, it seems that the vulnerability of the body to oxidative stress and diseases is significantly enhanced in a sedentary compared to a physically active lifestyle.