Objective: The aim of the study was to evaluate the effects of coenzyme Q10 supplementation (CoQ10) and regular exercise on exhaustive-exercise induced oxidative stress and antioxidant response in rat brain. Materials and Methods: The experiments were carried out with young adult male Wistar rats. The rats were randomly assigned to one of the following eight groups: Untrained, trained, untrained exhausted, trained exhausted, untrained+CoQ10, trained+CoQ10, untrained exhausted+CoQ10 and trained exhausted+CoQ10. The rats in the trained groups swam for 60 min/day, five days per week for six weeks. The CoQ10 supplements were administered at a daily dose of 10 mg.kg-1 of body weight five days/week. Results: The levels of malondialdehyde and 8-hydroxydeoxyguanosine in the brain were not affected by exhaustive exercise, training and CoQ10 supplementation. The exhaustive exercise decreased GSH levels in the control group, while it increased in untrained and trained exhausted+CoQ10 groups. Swimming training increased SOD activity in the brain, but exhaustive exercise did not change its activity. CoQ10 supplementation increased SOD activity in control group, while it decreased in the trained group. Conclusion: The results suggested that exhaustive exercise does not cause lipid peroxidation and DNA damage in the brain. It can be said that regular exercise alone may be adequate for the positive effects on antioxidant enzymes in brain. © 2013 by Erciyes University School of Medicine.