Myocardial injury is a major contributor to the morbidity and mortality associated with coronary artery disease. Regular exercise has been confirmed as a pragmatic countermeasure to protect against cardiac injury. Specifically, endurance exercise has been proven to provide cardioprotection against cardiac insults in both young and old animals. Proposed mechanisms to explain the cardioprotective effects of exercise are mediated, at least partially, by redox changes and include the induction of myocardial heat shock proteins, improved cardiac antioxidant capacity, and/or elevation of other cardioprotective molecules. Understanding the molecular basis for exercise-induced cardioprotection is important in developing exercise strategies to protect the heart during and after insults. Data suggest that these positive modulator effects occur at different levels of cellular organization, being mitochondria fundamental organelles that are sensitive to disturbances imposed by exercise on basal homeostasis. At present, which of these protective mechanisms is essential for exercise-induced cardioprotection remains unclear. This review analyzes the biochemical, morphological and functional outcomes of acute and chronic exercise on the overall cardiac muscle tissue and in isolated mitochondria. Some redox-based mechanisms behind the cross-tolerance effects particularly induced by endurance training, against certain stressors responsible for the impairments in cardiac homeostasis caused by aging, diabetes, drug administration or ischemia-reperfusion are also outlined. Further work should be addressed in order to clarify the precise regulatory mechanisms by which physical exercise augments heart tolerance against many cardiotoxic agents.