The aim of this study was to analyze the effects of intense exercise on brain redox status, associated with antioxidant supplementation of N-acetylcysteine (NAC), deferoxamine (DFX) or a combination of both. Seventy-two C57BL-6 adult male mice were randomly assigned to 8 groups: control, NAC, DFX, NAC plus DFX, exercise, exercise with NAC, exercise with DFX, and exercise with NAC plus DFX. They were given antioxidant supplementation, exercise training on a treadmill for 12 weeks, and sacrificed 48 h after the last exercise session. Training significantly increased (P < 0.05) soleus citrate synthase (CS) activity when compared to control. Blood lactate levels classified the exercise as intense. Exercise significantly increased (P < 0.05) oxidation of biomolecules and superoxide dismutase activity in striatum and hippocampus. Training significantly increased (P < 0.05) catalase activity in striatum. NAC and DFX supplementation significantly protected (P < 0.05) against oxidative damage. These results indicate intense exercise as oxidant and NAC and DFX as antioxidant to the hippocampus and the striatum.