Exercise has numerous health-promoting effects in humans; however, individual responsiveness to exercise with regard to endurance or metabolic health differs markedly. This 'exercise resistance' is considered to be congenital, with no evident acquired causative factors. Here we show that the anti-oxidative hepatokine selenoprotein P (SeP) causes exercise resistance through its muscle receptor low-density lipoprotein receptor-related protein 1 (LRP1). SeP-deficient mice showed a 'super-endurance' phenotype after exercise training, as well as enhanced reactive oxygen species (ROS) production, AMP-activated protein kinase (AMPK) phosphorylation and peroxisome proliferative activated receptor γ coactivator (Ppargc)-1α (also known as PGC-1α; encoded by Ppargc1a) expression in skeletal muscle. Supplementation with the anti-oxidant N-acetylcysteine (NAC) reduced ROS production and the endurance capacity in SeP-deficient mice. SeP treatment impaired hydrogen-peroxide-induced adaptations through LRP1 in cultured myotubes and suppressed exercise-induced AMPK phosphorylation and Ppargc1a gene expression in mouse skeletal muscle-effects which were blunted in mice with a muscle-specific LRP1 deficiency. Furthermore, we found that increased amounts of circulating SeP predicted the ineffectiveness of training on endurance capacity in humans. Our study suggests that inhibitors of the SeP-LRP1 axis may function as exercise-enhancing drugs to treat diseases associated with a sedentary lifestyle.