Cardiovascular morbidity and mortality of premenopausal women are significantly lower compared to men of similar age. However, this protective effect evidently decreases after the onset of menopause. We hypothesized that physical exercise could be a potential therapeutic strategy to improve inflammatory processes and cardiovascular antioxidant homeostasis, which can be affected by the loss of estrogen and the adverse environmental factors, such as overnutrition. Ovariectomized (OVX, n= 40) and sham-operated (SO, n= 40) female Wistar rats were randomized to exercising (R) and non-exercising (NR) groups. Feeding parameters were chosen to make a standard chow (CTRL) or a high triglyceride diet (HT) for 12 weeks. Aortic and cardiac heme oxygenase (HO) activity and HO-1 concentrations significantly decreased in all of the NR OVX and SO HT groups. However, the 12-week physical exercise was found to improve HO-1 values. Plasma IL-6 concentrations were higher in the NR OVX animals and rats fed HT diet compared to SO CTRL rats. TNF-α concentrations were significantly higher in the NR OVX groups. 12 weeks of exercise significantly reduced the concentrations of both TNF-α and IL-6 compared to the NR counterparts. The activity of myeloperoxidase enzyme (MPO) was significantly increased as a result of OVX and HT diet, however voluntary wheel-running exercise restored the elevated values. Our results show that estrogen deficiency and HT diet caused a significant decrease in the activity and concentration of HO enzyme, as well as the concentrations of TNF-α, IL-6, and the activity of MPO. However, 12 weeks of voluntary wheel-running exercise is a potential non-pharmacological therapy to ameliorate these disturbances, which determine the life expectancy of postmenopausal women.