Using the activity-based anorexia model, the aim of this investigation was to explore antioxidant enzyme activity (catalase, superoxide dismutase), total antioxidant status (TAS), and alpha-tocopherol in blood, liver, and gastrocnemius muscle associated with the food restriction and voluntary wheel running during 8 days. In addition, lipid peroxidation was measured by measurements of malondialdehyde (MDA). Wistars rats (n = 56) were randomly assigned to one of four groups: an ad lib sedentary group, a control wheel activity group, a food restriction-induced hyperactivity group (1 h/day ad lib food, 23 h/day ad lib wheel access), and a food-restricted sedentary group. The animals were killed when the rats in the food-restricted group had lost 25% of their free feeding weight. Antioxidant enzyme activities and TAS in blood, liver, and gastrocnemius muscle were unaffected by voluntary wheel running. A wheel activity effect (P < 0.05) was obtained for the MDA concentrations in plasma, with lower concentrations in trained animals. Food restriction effects were obtained for antioxidant capacity in liver, as well as for CAT activity in the gastrocnemius muscle and plasma MDA concentrations with lower values in the restricted animals. On the other hand, the food-restricted rats showed higher plasma TAS concentrations (P < 0.05) and higher alpha-tocopherol concentrations in the liver (P < 0.05) when compared to animals fed ad libitum. Our results also showed that food restriction coupled to wheel running decreased antioxidant parameters in liver, and plasmatic MDA concentrations and increased TAS plasma concentrations when compared to the ad libitum sedentary situation.