The aging process is a universal, multi-factorial and unavoidable process. Physical activity is considered an important factor in the prevention of diseases caused by aging. The authors propose a review on the theme, evaluating the beneficial effects of physical activity and the risks of oxidative stress in menopausal women. Nowadays, is known that regular physical activity associated to antioxidant supplement is one of the most effective strategies to prevent cardiovascular disease, neoplasia, and chronic illnesses specific to old age. The authors concluded: the greatest benefits associated with physical activity are attained through moderation, since excessive exercise can bring about oxidative stress and diseases related to the latter, including death.