This study investigated the effect of coffee intake and exercise on the antioxidative activity and plasma cholesterol profile of physically trained rats while they were exercising. Forty eight rats were under either the control diet with water (C) or control diet with coffee (CF) and at the same time they were given physical training for 4 weeks. In terms of physical training, the rats were exercised on a treadmill for 30 minutes everyday. At the end of 4 weeks, animals in each dietary group were subdivided into 3 groups: before-exercise (BE); during-exercise (DE); after-exercise (AE). Animals in the DE group were exercised on a treadmill for one hour, immediately before being sacrificed. Animals in the AE group were allowed to take a rest for one hour after exercise. TG levels were significantly high in coffee intake group than in control group. Also TG level of AE group was significantly higher than that of BE group. Exercise and coffee-exercise interaction effects were significant in total cholesterol (P = 0.0004, 0.0170). The AE of coffee intake group showed highest total cholesterol levels. HDL-cholesterol was significantly lower in coffee intake group than in control group. Coffee, exercise, and coffee-exercise interaction effects were significant in SOD (P = 0.0001, 0.0001, and 0.0001). The AE and BE of coffee intake group showed higher SOD levels than the other four groups. Catalase activities were significantly higher in coffee intake group than control group. No significant main effect was found in GSH/GSSG. Coffee, exercise, and coffee-exercise interaction effects were significant in MDA levels (P = 0.0464, 0.0016, and 0.0353). The DE and AE of coffee intake group and the DE of control group showed higher MDA levels than the BE of control group. Therefore, coffee intake can promote activities of antioxidant enzyme but it also increases MDA and decreases HDL-cholesterol in physically trained rats.