Daily moderate intensity exercise (2 weeks of 20 min/day of treadmill training), which reduces damage to hippocampal slices from rats submitted to in vitro ischemia, did not modify oxidative stress parameters in the hippocampus nor the brain-derived neurotrophic factor (BDNF) levels in different brain regions. The aim was to investigate whether the modulation of hippocampal oxidative status and/or brain BDNF content is involved in exercise-induced neuroprotection. Wistar rats were submitted to daily exercise in the treadmill and were sacrificed approximately 16 h after the last treadmill running. Some several oxidative stress parameters were determined, specifically the free radical levels, the macromolecule damage, the total reactive antioxidant potential and reactivity levels, which represent the total antioxidant capacity, in the hippocampus. In addition, BDNF levels in different rat cerebral regions (hippocampus, cortex, striatum, and the cerebellum) were measured by ELISA. The used exercise protocol did not affect any oxidative stress parameters studied in the hippocampus, suggesting that it does not cause a significant oxidative stress nor induce adaptations of the cellular antioxidant system. Treadmill training also did not change the BDNF content in brain areas studied. Considering the fact that this exercise protocol have been shown to be neuroprotective, we might speculate that BDNF levels and oxidative status may not be directly involved with the mechanisms of exercise-induced neuroprotection after ischemia.