Both physical exercise and ingestion of polyunsaturated fatty acids that play an essential role in free radical-mediated damages cause lipid peroxidation. The intake of specific fatty acids can modulate the membrane susceptibility to lipid peroxidation. Data confirmed that liver, skeletal muscle, and heart have different capabilities to adapt their membrane composition to dietary fatty acids, the heart being the most resistant to changes. Such specificity affects membrane hydroperoxide levels that depend on the type of dietary fats and the rate of fatty acid incorporation into the membrane. Sedentary rats fed a monounsaturated fatty acid-rich diet (virgin olive oil) showed a higher protection of their mitochondrial membranes against peroxidation than sedentary rats fed a polyunsaturated fatty acid-rich diet (sunflower oil). Rats subjected to training showed higher hydroperoxide contents than sedentary animals, and exhaustive effort enhanced the aforementioned results as well as in vitro peroxidation with a free radical inducer. This study suggests that peroxide levels first depend on tissue, then on diet and lastly on exercise, both in liver and muscle but not in heart. Finally, it appears that alpha-tocopherol is a less relevant protective agent against lipid peroxidation than monounsaturated fatty acids.