Generation of reactive oxygen species (ROS) is a normal process. Under physiological conditions, these deleterious species are mostly removed by the cellular antioxidant systems, which include antioxidant vitamins, protein and non-protein thiols, and antioxidant enzymes. An acute bout of exercise at sufficient intensity has been shown to stimulate activities of antioxidant enzymes. This could be considered as a defensive mechanism of the cell under oxidative stress. However, we still have insufficient knowledge about the interaction between exercise and antioxidants, which are important in assessing the adequacy of protection against oxidative damage and about the necessity of dietary manipulation and/or supplementation. This review concerns effects of acute exercise on various oxidative stress parameters and antioxidant defense system.