Effects of gender differences and endurance training on exhaustive exercise induced-oxidative stress have been a question that has not been clarified in the literature. The aim of this study was to determine the effects of sex, acute exhaustive exercise and chronic aerobic exercise training on oxidative stress in the heart and the skeletal muscle. The study was carried out with 12 week-old male (n = 24) and female (n = 24) young adult Wistar rats. They were randomly divided into four groups: untrained, trained, untrained exhausted and trained exhausted. The rats in the trained group swam for 60 min/day, five days per week for eight weeks. Thereafter, one-half of the trained and one-half of the untrained rats were randomly selected into the trained and untrained exhaustive exercise groups, respectively. They were killed immediately after one last exhaustive swimming exercise. In the heart, endurance training decreased malondialdehyde (MDA) levels in the female rats at rest, but did not change in the male rats in the heart; MDA levels were also increased in female rats at rest in the gastrocnemius tissues. In the trained female rats, exhaustive exercise decreased MDA levels in the heart and gastrocnemius tissues. The nitric oxide (NO) levels in the heart in the untrained female rats were higher than in the male rats after exhaustive exercise. Training decreased the NO levels in both sexes in the gastrocnemius tissue at rest. In the heart, the untrained female rats had higher total glutathione (GSH) levels than in the male rats at rest. Also, exhaustive exercise decreased the GSH levels in the trained female rats. In the gastrocnemius, untrained female rats showed higher GSH levels than in the male after exhaustive exercise. The superoxide dismutase activities in the gastrocnemius were similar between the female and male rats. The results suggested that gender was a major determinant of changes in MDA, NO and GSH levels in the heart and gastrocnemius tissues after the exhaustive exercise or endurance training. Also, the responses to oxidative stress induced by acute exercise or training in the heart and gastrocnemius muscle tissues are different.