Objective. To investigate whether exercise preconditioning (EP) protects the rat heart from exhaustive exercise- (EE-) induced injury by inducing the PI3K-Akt signaling pathway. Methods. 84 male Sprague-Dawley rats were randomly divided into 6 groups (n = 14 rats per group): control group (Con), exhaustive exercise group (EE), exercise preconditioning group (EP), exercise preconditioning + exhaustive exercise group (EP + EE), LY294002 (PI3K inhibitor) + exercise preconditioning + exhaustive exercise group (LY + EP + EE), and LY294002 group (LY). The Con and LY did not exercise. The remaining groups were subjected to treadmill running. The structure of myocardial tissue and serum biomarkers of myocardial injury were observed. Hemodynamic parameters were recorded with a pressure-volume catheter. TUNEL assay was used to detect the apoptosis of cardiac myocytes, and the level of mitochondrial membrane permeability transforming pore (mPTP) in myocardium was evaluated using ELISA. Pathway and apoptosis-related proteins in myocardium were assessed using western blotting. Results. Compared to the Con group, the EE group showed remarkable myocardial injury, such as cardiac dysfunction and myocardial apoptosis. Compared to the EE group, the injuries in the EP + EE group were improved. EP increased the PI3K-Akt signaling pathway and regulated Bcl-2 family to decrease the mPTP openness level. However, the cardioprotective effects of EP were attenuated when pretreated with the LY294002. Conclusions. EP protected the heart from EE-induced injury, and it may improve the cardiac function and reduce the cardiomyocyte apoptosis by activating the PI3K-Akt signaling pathway.