Dexamethasone is one of the glucocorticoids which leads to oxidative damage. Therefore, antioxidants can reduce tissue toxicity to prevent the increase in oxidative stress caused by dexamethasone. The present study examines the effect of high-intensity interval training (HIIT) and nano-selenium supplementation on the expression of hepatic superoxide dismutase (SOD) and catalase (CAT) genes in dexamethasone-induced rats. The samples were 40 Wistar rats in the age range of 8 weeks, which were randomly divided into 5 groups of 8 (healthy, induced by dexamethasone, dexamethasone+HIIT, dexamethasone+nano-selenium supplementation, dexamethasone+HIIT+nano-selenium supplementation). The exercise program was performed six days a week for four weeks. The prepared stock solution of selenium nanoparticles was given to mice in the amount of 100 mg by gavage every other day. A two-way analysis of covariance was used to determine the difference in variables between groups at a significant level (P<0.05). The results showed that there was a significant increase in the expression of the hepatic SOD gene in the HIIT group with nano-selenium supplementation (P=0.034) compared to the control group. Also, hepatic CAT gene expression in each of the nano-selenium supplementation (P=0.002) and HIIT (P=0.010) groups was associated with a significant increase compared to the control group. Therefore, it seems that the intervention of HIIT with the use of nano-selenium supplements will lead to the strengthening of the antioxidant system and the improvement of the immune system, and reduce the adverse effects caused by the use of steroid drugs such as dexamethasone.