Phenylketonuria (PKU) is caused by deficiency of phenylalanine hydroxylase, leading to accumulation of phenylalanine and its metabolites. Clinical features of PKU patients include mental retardation, microcephaly, and seizures. Oxidative stress has been found in these patients, and is possibly related to neurophysiopatology of PKU. Regular exercise can leads to adaptation of antioxidant system, improving its capacity to detoxification reactive species. The aim of this study was to verify the effects of regular exercise on oxidative stress parameters in the brain of hyperphenylalaninemic rats. Animals were divided into sedentary (Sed) and exercise (Exe) groups, and subdivided into saline (SAL) and hyperphenylalaninemia (HPA). HPA groups were induced HPA through administration of alpha-methylphenylalanine and phenylalanine for 17 days, while SAL groups (n = 16-20) received saline. Exe groups conducted 2-week aerobic exercise for 20 min/day. At 18th day, animals were killed and the brain was homogenized to determine thiobarbituric acid reactives substances (TBA-RS) content, superoxide dismutase (SOD), catalase (CAT) and glutathione peroxidase (GPx) activities. Soleus muscles were collected to determine glycogen content as a marker of oxidative adaptation. Exe groups showed enhanced glycogen content. HPA condition caused an increase in TBA-RS and SOD, and reduces CAT and GPx. Exercise was able to prevent all changes seen in the HPA group, reaching control values, except for SOD activity. No changes were found in the ExeSAL group compared to SedSAL. Hyperphenylalaninemic rats were more responsive to the benefits provided by regular exercise. Physical training may be an interesting strategy to restore the antioxidant system in HPA.