Application of recombinant human erythropoietin (rhEpo) improves exercise capacity by stimulating red blood cell production that, in turn, enhances oxygen delivery and utilization. Apart from this, when applied at high doses, rhEpo crosses the blood-brain barrier, triggering protective neuronal effects. Here we show a fundamental new role by which the presence of Epo in the brain augments exercise performance without altering red blood cell production. Two different animal models, the transgenic mouse line Tg21, which constitutively overexpresses human Epo exclusively in the brain without affecting erythropoiesis, and wild-type mice treated with a single high dose of rhEpo, demonstrate an unexpected improvement in maximal exercise performance independent of changes in total hemoglobin mass, as well as in whole blood volume and cardiovascular parameters. This novel finding builds a more complete understanding regarding the central effects of endogenously produced and exogenously applied Epo on exercise performance.