Both a systemic inflammatory response as well as DNA damage has been observed following exhaustive endurance exercise. Hypothetically, exercise-induced DNA damage might either be a consequence of inflammatory processes or causally involved in inflammation and immunological alterations after strenuous prolonged exercise (e.g. by inducing lymphocyte apoptosis and lymphocytopenia). Nevertheless, up to now only few studies have addressed this issue and there is hardly any evidence regarding a direct relationship between DNA or chromosomal damage and inflammatory responses in the context of exercise. The most conclusive picture that emerges from available data is that reactive oxygen and nitrogen species (RONS) appear to be the key effectors which link inflammation with DNA damage. Considering the time-courses of inflammatory and oxidative stress responses on the one hand and DNA effects on the other the lack of correlations between these responses might also be explained by too short observation periods. This review summarizes and discusses the recent findings on this topic. Furthermore, data from our own study are presented that aimed to verify potential associations between several endpoints of genome stability and inflammatory, immune-endocrine and muscle damage parameters in competitors of an Ironman triathlon until 19 days into recovery. The current results indicate that DNA effects in lymphocytes are not responsible for exercise-induced inflammatory responses. Furthermore, this investigation shows that inflammatory processes, vice versa, do not promote DNA damage, neither directly nor via an increased formation of RONS derived from inflammatory cells. Oxidative DNA damage might have been counteracted by training- and exercise-induced antioxidant responses. However, further studies are needed that combine advanced -omics based techniques (transcriptomics, proteomics) with state-of-the-art biochemical biomarkers to gain more insights into the underlying mechanisms.