The role of the endothelium was considered mainly as a selective barrier for the diffusion of macromolecules from the lumen of blood vessels to the interstitial space. During the last 20 years, many other functions have been defined for the endothelium, such as the regulation of the vagal tonus, the promotion and inhibition of neovascular growth and the modulation of inflammation, of platelet aggregation and coagulation. This finding is considered one of the most important concepts in modern vascular biology. Currently, atherosclerosis is the prototype of the disease characterized in all its phases by an endothelial dysfunction, defined as an insufficient offer of nitric oxide (NO), which predisposes the endothelium to oxidative stress, inflammation, erosion and vasoconstriction. In this sense, several experimental studies have demonstrated that physical exercise is capable of restoring and improving the endothelial function. The impact of exercise on the endothelium has been broadly discussed. Considering its vasodilating effect and the risk factors, the possibility of treating coronary artery disease and its outcomes without the inclusion of physical exercise became unconceivable. However, the literature is still controversial regarding the intensity of physical effort that is necessary to cause significant protective alterations in endothelial functions. Moreover, the association between intense physical exercises and increased oxygen consumption, with a consequent increase in free radical formation, is also discussed.