[Purpose] The purpose of this study was to investigate the effects of exercise on muscle damage indices in male Sprague-Dawley rats. Two groups of rats were trained in either moderate- or high-intensity treadmill running for 4 weeks. Subsequently, the concentrations of creatine kinase, lactate dehydrogenase, and high-sensitivity C-reactive protein were examined following a single bout of prolonged (3-h) intensive exercise. [Subjects and Methods] The study included forty 6-week-old male Sprague-Dawley rats weighing 150–180 g each. The aerobic exercise group was divided into high-intensity (28 m/min) and moderate-intensity (15 m/min) subgroups. Both subgroups were trained for 35 min daily for 6 days per week (excluding Sunday) over a 4-week period. Following training, the high- and moderate-intensity exercise groups and a non-exercise group performed one bout of prolonged (3-h) treadmill exercise for 3 hours at a speed of 15 m/min. [Results] Creatine kinase and lactate dehydrogenase levels differed significantly among the groups. [Conclusion] The preliminary exercise groups showed lower muscle damage and inflammatory response levels than the non-exercise group after the bout of prolonged intensive exercise.