Anabolic androgenic steroids are used in the sport context to enhance muscle mass and strength and to increase muscle fatigue resistance. Since muscle fatigue has been related to oxidative stress caused by an exercise-linked reactive oxygen species (ROS) production, we investigated the potential effects of a treatment with the anabolic androgenic steroid stanozolol against oxidative damage induced on rat skeletal muscle mitochondria by an acute bout of exhaustive exercise. Mitochondrial ROS generation with complex I- and complex II-linked substrates was increased in exercised control rats, whereas it remained unchanged in the steroid-treated animals. Stanozolol treatment markedly reduced the extent of exercise-induced oxidative damage to mitochondrial proteins, as indicated by the lower levels of the specific markers of protein oxidation, glycoxidation, and lipoxidation, and the preservation of the activity of the superoxide-sensitive enzyme aconitase. This effect was not due to an enhancement of antioxidant enzyme activities. Acute exercise provoked changes in mitochondrial membrane fatty acid composition characterized by an increased content in docosahexaenoic acid. In contrast, the postexercise mitochondrial fatty acid composition was not altered in stanozolol-treated rats. Our results suggest that stanozolol protects against acute exercise-induced oxidative stress by reducing mitochondrial ROS production, in association with a preservation of mitochondrial membrane properties.