Recent studies have consistently supported the active role of blood in mediating biochemical and physiological tissue adaptations. However, no study has investigated the possible contribution of circulating factors in an exercise setting. The aim of the study was to investigate the role of circulating factors in exercise adaptations by chronically administering to sedentary animals blood plasma collected from acutely exercised animals. Phase 1: Blood plasma was collected from rats that swam to exhaustion and from sedentary rats. Phase 2: Other rats were divided into two groups (n = 20 per group): the first group involved rats that were injected intravenously with blood plasma originating from rats that previously swam to exhaustion, the second group consisted of rats that were injected intravenously with blood plasma originating from sedentary rats. Tail‐vein injections (2 mL/kg) were performed daily for 21 consecutive days. Inflammatory markers (C‐reactive protein, interleukins‐1α, 2, 6, 8, 10 and tumor necrosis factor‐a) were measured in blood plasma, muscle, and adipose tissue. Sedentary rats administered with plasma from exercised rats had significantly higher levels in all inflammatory markers measured in blood, skeletal muscle and adipose tissue, compared to the sedentary rats administered with resting plasma. Our data demonstrate that administration of “exercised” blood to sedentary rats induced inflammation in plasma, muscle and adipose tissue. Exercise adaptations are not solely due to intrinsic processes in muscle or adipose tissue. Blood factors also play a crucial role in mediating signals for tissue adaptations.