Chronic heart failure (CHF) is characterized by left ventricular dysfunction, resulting in hemodynamic changes, sustained inflammatory state, as well as increase in oxidative stress. Physical exercise has been described as an important nonpharmacological procedure in the treatment of CHF, contributing to the improvement of the clinical outcomes in this disease. This study evaluated the effects of physical training on hemodynamics, muscle lipid peroxidation, and plasmatic levels of IL-10 in CHF rats. The left coronary artery was ligated to induce CHF, or sham operation was performed in control groups. Rats were assigned to one of four groups: trained CHF (T-CHF, n = 10), sedentary CHF (S-CHF, n = 10), trained sham (T-Sham, n = 10), or sedentary sham (S-Sham, n = 10). Trained animals had carried out a swimming protocol, 60 min/day, 5 days/wk, during 8 wk, whereas sedentary animals remained without training. Eight weeks of physical training promoted an improvement of diastolic function represented by a reduction of the left ventricular end-diastolic pressure in the T-CHF group compared with the S-CHF group (P < 0.05). Lipid peroxidation evaluated in gastrocnemius muscle using thiobarbituric acid reactive substance assay was higher in the S-CHF group compared with all other groups (P < 0.05). However, there were no differences between T-CHF compared with S-Sham and T-Sham groups. The plasmatic levels of IL-10 were lower in the S-CHF group compared with all other groups (P < 0.05). These findings demonstrate that regular physical training using a swimming protocol, with duration of 8 wk, improves the cardiac function and the anti-inflammatory response and reduces muscle cellular damage.