The objective of the study was to evaluate the alteration in biochemical composition and gender difference within exhaustive exercise in male and female rats using a metabolomics strategy. Sixty male and female rats were randomly assigned to control, exhaustive exercise and one-week recovery groups, respectively. The metabolic profiles of plasma were investigated by gas chromatograph-mass spectrometry (GC-MS) and data further underwent orthogonal partial least-squares (OPLS) analysis. The current study found that gender was a significant determinant of the effects of exhaustive exercise on the cortisol, blood urea nitrogen, creatine kinase, and the ratio of reduced glutathione to oxidized glutathione, whereas, no significant interaction effects between gender and exhaustive exercise were found on the levels of testosterone, malonaldehyde, reduced glutathione, oxidized glutathione and lactic dehydrogenase. In male rats, the altered metabolites within exhaustive exercise included increased tricarboxylic acid cycle intermediates (citric acid, fumaric acid, butanedioic acid), branch-chain amino acids (valine, leucine), fatty acids and metabolite (oleic acid, linoleic acid, 3-hydroxybutyric acid), phosphate and decreased glucose, lactic acid, serine, and glutamic acid. In female rats, the levels of fatty acids and metabolite (linoleic acid, oleic acid, arachidonic acid, 3-hydroxybutyric acid), amino acids (valine, leucine, glutamic acid, 5-oxo-proline, methionine, ornithine), other metabolites urea, myo-inositol and phosphate were increased. The results indicated that exhaustive exercise increased the rates of energy metabolism, glucose metabolism, amino acid catabolism and fatty acid metabolism in male rats, whereas, female rats showed an increased propensity to oxidize lipid and conserve carbohydrate and protein metabolism against physical stress. Disordered urea cycle and inositol metabolism also occurred in female rats with exhaustive exercise. Exhaustive exercise affected the balance of hormone adjustment and caused oxidative stress, subsequent cell membrane damage both in male and female rats. A significant gender-related difference in the metabolic profiles was also found between male and female rats within exhaustive exercise.