As previously reported, high temperature- and high pressure-treated red ginseng (HRG) contain higher contents of phenolic compounds and protect C2C12 muscle cells and 3T3-L1 adipocytes against oxidative stress. This study investigated the effect of HRG on oxidative stress using a mouse model. Our results show that the levels of glutamic oxaloacetic transaminase and glutamic pyruvic transaminase, hepatic malondialdehyde in the HRG group were significantly lower than those of the exercise groups supplemented with commercial red ginseng (CRG) or not supplemented. The muscular glycogen level, glucose-6-phosphate dehydrogenase and lactate dehydrogenase activities of the HGR group were higher than that of the CGR group. Furthermore, the HRG treatment group displayed upregulated mRNA expression of Cu/Zn-SOD and muscle regulatory factor 4. These results indicate that HRG may protect oxidative stress induced by exercise as well as improve exercise performance capacity.