Intensive exercise can lead to oxidative stress, which can be particularly deleterious for lymphoid tissues. Hesperidin has demonstrated its antioxidant activity, but few studies focus on its influence on intensive training. The aim of this study was to assess the impact of hesperidin on the oxidant/antioxidant status of lymphoid tissues after an intensive training program. Wistar rats were trained for five weeks (five days per week), including two exhaustion tests plus three trainings per week. During this period, animals were orally administrated with 200 mg/kg of hesperidin or vehicle (three days per week). The oxidative status was determined before, immediately after and 24 h after an additional exhaustion test. The production of reactive oxygen species (ROS) by peritoneal macrophages, superoxide dismutase (SOD) and catalase activities in spleen, thymus and liver, and hepatic glutathione peroxidase activity (GPx) were assessed. Hesperidin prevented an increase in ROS production induced by the additional exhaustion test. Likewise, hesperidin avoided a decrease in SOD and catalase activities in the thymus and spleen that was found after the additional exhaustion test. The antioxidant effects of hesperidin were associated with a higher performance in the assessed training model. These results suggest that hesperidin, acting as an antioxidant, can prevent oxidative stress induced by exercise and improve exercise performance.