Aerobic exercise has been recognized as a stimulator of the immune system, but its effect on bacterial infection has not been extensively evaluated. We studied whether moderate aerobic exercise training prior to Streptococcus pneumoniae infection influences pulmonary inflammatory responses. BALB/c mice were divided into four groups: Sedentary Untreated (sedentary without infection); Sedentary Infected (sedentary with infection); Trained Untreated (aerobic training without infection); and Trained Infected (aerobic training with infection). Animals underwent aerobic training for 4 wk, and 72 h after last exercise training, animals received a challenge with S. pneumoniae and were evaluated either 12 h or 10 days after instillation. In acute phase, Sedentary Infected group had an increase in respiratory system resistance and elastance; number of neutrophils, lymphocytes, and macrophages in bronchoalveolar lavage fluid (BAL); polymorphonuclear cells in lung parenchyma; and levels of keratinocyte-derived chemokine (KC), tumor necrosis factor-α (TNF-α), and interleukin (IL)−1β (IL-1β) in lung homogenates. Exercise training significantly attenuated the increase in all of these parameters and induced an increase in expression of antioxidant enzymes (CuZnSOD and MnSOD) in lungs. Trained Infected mice had a significant decrease in the number of colony-forming units of pneumococci in the lungs compared with Sedentary Infected animals. Ten days after infection, Trained Infected group exhibited lower numbers of macrophages in BAL, polymorphonuclear cells in lung parenchyma and IL-6 in lung homogenates compared with Sedentary Infected group. Our results suggest a protective effect of moderate exercise training against respiratory infection with S. pneumoniae. This effect is most likely secondary to an effect of exercise on oxidant-antioxidant balance.