It is a well-established fact that exercise increases pro-oxidants and favors oxidative stress; however, this phenomenon has been poorly studied in human lungs. Pro-oxidative generation (H2O2, NO2 (-)), lipid peroxidation markers (MDA), and inflammation (pH) in exhaled breath condensate (EBC) have been determined through data from 10 active subjects who ran 10 km; samples were obtained immediately before, at 20, and at 80 min post-exertion. In EBC, the concentration of H2O2 at 80 min post-exertion was increased. NO2 (-) concentration showed a tendency to increase at 80 min post-exertion, with no variations in MDA and pH. No variations of NO2 (-) were found in plasma, while there was an increase of NO2 (-) at 80 min post-exertion in the relation between EBC and plasma. NO2 (-) in EBC did not correlate to plasmatic NO2 (-), while it did correlate directly with H2O2 in EBC, suggesting a localized origin for the exercise-related NO2 (-) increase in EBC. MDA in plasma did not increase nor correlate with MDA in EBC. In conclusion, high-intensity exercise increases lung-originated pro-oxidants in non-athlete subjects with no evidence of early lipid peroxidation and changes in the pH value in EBC.