In the present study, we investigated the beneficial and risky effects of exercise intended to prevent or treat lifestyle-related diseases on insulin sensitivity, lactic acid utilization, lipid metabolism, hepatic and renal oxidative stress, hepatic selenoprotein P and renal function in obese and glucose-intolerant rats with renal failure. We fed normal rats a 20% casein diet while the glucose-intolerant, obese rats received a high-fructose diet, and after then rats received single injection of vancomycin at a dose of 400 mg/kg for constructing the duplicative state of renal failure and diabetes mellitus. They were forced to run for 1 h/day, 6 days/week, for 10 weeks. Exercise reduced visceral fat and ameliorated insulin sensitivity in the high-fructose group, improved lactic acid usage efficiency, however, increased hepatic oxidative stress and complicated renal dysfunction in the normal and high-fructose fed groups with renal failure. Additionally, exercise upregulated hepatic selenoprotein P expression and enhanced renal antioxidative system in both groups. It is concluded that strictly controlled exercise conditions must be adapted to patient health states especially in view of kidney protection, and supplemental therapy is also recommended in parallel with exercise, using nutrients and vitamins for kidney protection.