Introduction: Particulate matter (PM) is an atmospheric pollutant associated with many deleterious health effects. Oxidative stress is among these effects, that can result from a local inflammatory response to systemic damage to the organism. Studies indicate that when an individual is submitted to aerobic physical training, it generates an antioxidant protective effect that overcomes the damages caused by PM. Objective: Therefore, the aim of this study was to evaluate the influence of the particulate matter PM2.5 and PM10 on the oxidative stress parameters. Methods: The evaluation of the influence of PM on oxidative stress parameters was performed by the dosages of superoxide dismutase, catalase, glutathione peroxidase, and total antioxidant power in male Wistar rats not exposed to the particulate matter, with and without aerobic physical training, and exposed to PM2.5 and PM10, with and without aerobic physical training. This protocol lasted five weeks. Results: The antioxidant enzymes analyzed that presented significant differences were catalase, and glutathione peroxidase. Conclusions: From this research, it was possible to perceive that PM influences negatively on the oxidative stress and in the weight of the rats and that the aerobic exercise generates a protective effect against these damages.