Exercise promotes health and wellness, including its operation as a protective factor against a variety of psychological, neurological, and chronic diseases. Selenium and its biomarker, selenoprotein P (SEPP1), have been implicated in health, including cancer prevention, neurological function, and dopamine signaling. SEPP1 blood serum levels were compared with a one-way ANOVA between sedentary (SED), moderately exercised (MOD) [10 m/min starting at 10 min, increasing to 60 min], and high-intensity interval training (HIIT) exercised rats [30 min in intervals of 2-min followed by a 1-min break, speed progressively increased from 10 to 21 m/min]. HIIT rats showed significantly higher serum SEPP1 concentrations compared to MOD and SED. More specifically, HIIT exercise showed an 84% increase in SEPP1 levels compared to sedentary controls. MOD rats had greater serum SEPP1 concentrations compared to SED, a 33% increase. The results indicated that increased exercise intensity increases SEPP1 levels. Exercise-induced increases in SEPP1 may indicate an adaptive response to the heightened oxidative stress. Previous studies found a significant increase in dopamine D2 receptor (D2R) binding in these same rats, suggesting a potential association between SEPP1 and dopamine signaling during exercise. Modulating antioxidants like SEPP1 through personalized therapies, including exercise, has broad implications for health, disease, and addiction.