Although iron plays a critical role in exercise, the regulatory mechanism of iron metabolism remains poorly understood. The aims of the present study were to investigate the effects of different intensity exercise on body iron status and the regulatory mechanism of duodenal iron absorption. Thirty female Sprague-Dawley rats (90-100 g) were randomly divided into three groups: a control group (remained sedentary, CG), a moderately exercised group (swam 1.5 h/day, MG) and a strenuously exercised group (swam with different load, SG). Serum iron status, serum ferritin and Hct were examined after 10 weeks of swimming. Western blot was performed to detect the expression of iron transport proteins: divalent metal transporter1 (DMT1) and ferroportin 1 (FPN1) in duodenal epithelium. The expression of hepcidin mRNA in liver was examined by RT-PCR. The results showed: (1) the body iron status in MG was kept at a high level compared to that of CG and SG, (2) Western blot showed DMT1 with iron responsive element (IRE) and FPN1 in duodenal epithelium which were higher in MG than that of CG and (3) the expression of hepatic hepcidin mRNA was down regulated in MG (p < 0.05). The data suggested that moderate exercise improved iron status and that was likely regulated by increased DMT1 with IRE and FPN1 expression. Hepcidin signaling pathway may involve in the regulation of duodenal iron absorption proteins.