Resumo. ABSTRACT To verify the effects of exercise on blood biomarkers of oxidative stress in diabetic rats, 40 rats Wistar, were distributed into four groups: control, diabetes, trained control and trained diabetes. Training was constituted of swimming 1 hour/day, 5 days/week for 8 weeks with intensity equivalents to minimum lactate. Diabetes was induced with intravenous alloxan (32 mg/kg). It was evaluated the following blood parameters: catalase, superoxide dismutase (SOD), Malondialdehyde (MDA), glucose, cholesterol, triglycerides and C-reactive-protein. Diabetes induced hyperglycemia, reduction in body mass, catalase and SOD activities and increased TBARs concentrations. Physical training, on the other hand, reduced blood glucose and cholesterol, increased body mass and blood catalase. SOD activity was lower in diabetic rats than control rats and physical training was able to recovery this parameter. The other parameters showed no differences. In conclusion, physical exercise protocol contributes in controlling blood glucose, and ameliorates oxidative stress by increasing catalase levels and recovery SOD activity.