Melatonin as an omnipresent molecule is secreted by the pineal gland. It is a strong free radical scavenger, which reduces nitric oxide (NO) generation within mitochondria. Exercise has great impacts on many body's homeostatic systems. Most human's organisms display rhythms and have 24 hours environmental cycles, which are called circadian rhythm. Melatonin is one of the circadian rhythm generator in various physiological variables. Exercises could regulate plasma melatonin levels. Melatonin scavenges reactive oxygen spices (ROS) and reactive nitrogen spices (RNS) and acts as the antioxidant cascade. It not only decreases the exercise induced-oxidative stress in the muscles but also enhances muscle antioxidant enzymes, such as superoxide dismutase. Body lipids and unsaturated fatty acids are prone to oxidation, while the free radicals penetrate into bilayer membrane structure lipid peroxidation is going to happen. Malondialdehyde (MDA) is created by free radicals, and it is one of the most frequent marker of lipid peroxidation. Exercise, its duration, and time of the day have immediate and or delayed effects on melatonin secretion. The combination of aerobic exercise and melatonin reduces the exercise induced-free radicals agents. Melatonin supplementation, especially while it combined with aerobic training, could decrease the lipid peroxidation and malondialdehyde. Melatonin could impede exercise-induced ROS, increase body health, and exercise-related adaptation.