Hydrogen peroxide (H2O2) could induce oxidative damage at long distance from its generation site and it is also an important signalling molecule that induces some genes related to oxidative stress. Our objective was to study the plasma and blood cells capability to detoxify H2O2 after intense exercise and its correlation with oxidative damage. Blood samples were taken from nine professional cycling, participating in a mountain stage, under basal conditions and 3 h after the competition. Catalase and glutathione peroxidase activities decreased (40 and 50% respectively) in neutrophils after the cycling stage, while glutathione peroxidase increased (87%) in lymphocytes. Catalase protein levels and catalase specific activity maintained basal values after the stage in plasma. Catalase protein levels decreased (48%) in neutrophils and its specific activity increased up to plasma values after exercise. Myeloperoxidase (MPO) increased (39%) in neutrophils after the cycling stage. Exercise-induced hemolysis and lymphopenia inversely correlated with cellular markers of oxidative stress. Plasma malondialdehyde (MDA) directly correlated with neutrophil MPO activity and erythrocytes MDA. Intense exercise induces oxidative damage in blood cells as erythrocytes and lymphocytes, but not in neutrophils.