Physically active lifestyle has huge implications for the health and well-being of people of all ages. However, excessive training can lead to severe cardiovascular events such as heart fibrosis and arrhythmia. In addition, strenuous exercise may impair brain plasticity. Here we investigate the presence of any deleterious effects induced by chronic high-intensity exercise, although not reaching exhaustion. We analyzed cardiovascular, cognitive, and cerebral molecular changes in young adult male mice submitted to treadmill running for eight weeks at moderate or high-intensity regimens compared to sedentary mice. Exercised mice showed decreased weight gain, which was significant for the high-intensity group. Exercised mice showed cardiac hypertrophy but with no signs of hemodynamic overload. No morphological changes in the descending aorta were observed, either. High-intensity training induced a decrease in heart rate and an increase in motor skills. However, it did not impair recognition or spatial memory, and, accordingly, the expression of hippocampal and cerebral cortical neuroplasticity markers was maintained. Interestingly, proteasome enzymatic activity increased in the cerebral cortex of all trained mice, and catalase expression was significantly increased in the high-intensity group; both first-line mechanisms contribute to maintaining redox homeostasis. Therefore, physical exercise at an intensity that induces adaptive cardiovascular changes parallels increases in antioxidant defenses to prevent brain damage.