Physical exercise induces oxidative stress. Dietary fat modulates lipid composition of plasma and fatty acid profile of mitochondrial membranes. Over 8 wk, two groups of rats were fed virgin olive oil or sunflower oil as the only fat sources. Both groups were divided into 4 subgroups according to exercise: one of sedentary rats and the other three of rats subjected to different exercises on a treadmill. There was a lower concentration of vitamin A and coenzyme Q in the plasma of animals subjected to exercise compared to the sedentary animals. The concentrations of these molecules in liver and skeletal muscle mitochondria of animals exercised until exhaustion were higher than in sedentary animals. This can suggest the existence of a balance between plasma and mitochondrial membrane for these antioxidants as a response to an oxidative attack.