Brain-derived neurotrophic factor (BDNF) is involved in the proliferation of neurons, and its expression increases significantly with exercise. We aimed to investigate the effects of chronic exercise (swimming) and sustained hypoxia on cortical BDNF expression in both the presence and absence of vitamin E. Sixty four male Sprague-Dawley rats were divided into two equal groups; a normoxic group and a hypoxic group. Both groups were equally subdivided into four subgroups: sedentary, sedentary with vitamin E, chronic exercise either with or without vitamin E supplementation. Arterial PO(2), and the levels of cortical malondialdehyde (MDA), antioxidants (reduced glutathione GSH, superoxide dismutase (SOD), catalase (CAT) and vitamin E) and BDNF gene expression were investigated. Hypoxia significantly increased MDA production and BDNF gene expression and decreased the antioxidants compared to control rats. Chronic exercise in hypoxic and normoxic rats increased MDA level and BDNF gene expression and decreased the antioxidants. Providing vitamin E supplementation to the hypoxic and normoxic rats significantly reduced MDA and BDNF gene expression and increased antioxidants. We conclude that sustained hypoxia and chronic exercise increased BDNF gene expression and induced oxidative stress. Moreover, vitamin E attenuated the oxidative stress and decreased BDNF gene expression in sustained hypoxia and chronic exercise which confirms the oxidative stress-induced stimulation of BDNF gene expression.