Although acute exercise is apparently pro-inflammatory and increases oxidative stress, it can promote the necessary stress stimulus to train chronic adaptations in patients with chronic heart failure (CHF). This study aimed to compare the effects of exercise intensity and duration on the inflammatory markers soluble tumor necrosis factor receptor (sTNFR1) and interleukin-6 (IL-6), and on oxidative stress [malondialdehyde (MDA) and antioxidant enzymes: catalase (CAT) and superoxide dismutase (SOD)] in individuals with CHF. Eighteen patients performed three exercise sessions: 30 min of moderate-intensity (M30) exercise, 30 min of low-intensity (L30) exercise, and 45 min of low-intensity (L45) exercise. Blood analysis was performed before exercise (baseline), immediately after each session (after), and 1 h after the end of each session (1h after). Thirty min of M30 exercise promoted a larger stressor stimulus, both pro-inflammatory and pro-oxidative, than that promoted by exercises L30 and L45. This was evidenced by increased sTNFR1 and MDA levels after exercise M30. In response to this stressor stimulus, 1 h after exercise, there was an increase in IL-6 and CAT levels, and a return of sTNFR1 to baseline levels. These findings suggest that compared with the duration of exercise, the exercise intensity was an important factor of physiologic adjustments.