Metabolomics is a comprehensive method for metabolite assessment that involves measuring the overall metabolic signature of biological samples. We used this approach to investigate biochemical changes due to acute and chronic physical exercise. Twenty-two women using identical oral contraceptives were segregated into an untrained (n = 10) or trained (n = 12) group depending on their physical training background. The subjects performed two exercises in a randomized order: a prolonged exercise test (75% of their VO(2 max) until exhaustion) and a short-term, intensive exercise test (short-term, intensive exercise anaerobic test). Urine specimens were collected before and 30 min after each test. The samples were analyzed by (1)H NMR spectroscopy, and multivariate statistical techniques were utilized to process the data. Distinguishing characteristics were observed only in the urine profiles of specimens collected before vs. 30 min after the short-term, intensive exercise test. The metabolites responsible for such changes were creatinine, lactate, pyruvate, alanine, beta-hydroxybutyrate, acetate, and hypoxanthine. In both groups, the excretion of lactate, pyruvate, alanine, beta-hydroxybutyrate, and hypoxanthine increased similarly after the completion of the short-term, intensive exercise test (p < 0.03). However, acetate excretion increased to a lesser extent in trained than in untrained subjects (p < 0.05). In conclusion, metabolomics is a promising tool in order to gain insight into physiological status and to clarify the changes induced by short-term, intense physical exercise.