Exercise increases the generation of reactive oxygen and nitrogen species (RONS) and by causing adaptation, could decrease the incidence of RONS-associated diseases. A single bout of exercise, depending upon intensity and duration, can cause an increase in antioxidant enzyme activity, decrease levels of thiols and antioxidant vitamins, and result in oxidative damage as a sign of incomplete adaptation. Increased levels of RONS and oxidative damage are initiators of a specific adaptive response, such as the stimulation of the activation of antioxidant enzymes, thiols, and enhanced oxidative damage repair. Regular exercise has the capability to develop compensation to oxidative stress, resulting in overcompensation against the increased level of RONS production and oxidative damage. Regular exercise causes adaptation of the antioxidant and repair systems, which could result in a decreased base level of oxidative damage and increased resistance to oxidative stress.