The antioxidant enzyme system helps protect against intense exercise-induced oxidative damage and is related to the physical status of athletes. Evidence suggests that intestinal microbiota may be an important environmental factor associated with host metabolism, physiology, and antioxidant endogenous defense. However, evidence of the effect of gut microbiota status on exercise performance and physical fatigue is limited. We investigated the association of intestinal bacteria and exercise performance in specific pathogen-free (SPF), germ-free (GF), and Bacteroides fragilis (BF) gnotobiotic mice. Endurance swimming time was longer for SPF and BF than GF mice, and the weight of liver, muscle, brown adipose, and epididymal fat pads was higher for SPF and BF than GF mice. The serum levels of glutathione peroxidase (GPx) and catalase were greater in SPF than GF mice. Serum superoxide dismutase activity was lower in BF than SPF and GF mice. In addition, hepatic GPx level was higher in SPF than GF and BF mice. Gut microbial status could be crucial for exercise performance and its potential action linked with the antioxidant enzyme system in athletes.