Strenuous exercise induces inflammatory reactions together with high production of free radicals and subsequent muscle damage. This study was designed to investigate for the first time and simultaneously whether over-expression of inflammatory mediators, oxidative stress, and alterations in biochemical parameters induced by acute exercise could be prevented by melatonin. This indoleamine is a potent, endogenously produced free radical scavenger and a broad-spectrum antioxidant; consequently, it might have positive effects on the recovery following an exercise session. The participants were classified into two groups: melatonin-treated men (MG) and placebo-treated individuals (controls group, CG). The physical test consisted in a constant run that combined several degrees of high effort (mountain run and ultra-endurance). The total distance of the run was 50 km with almost 2800 m of ramp in permanent climbing and very changeable climatic conditions. Exercise was associated with a significant increase in TNF-α, IL-6, IL-1ra (in blood), and also an increase in 8-hydroxy-2'-deoxyguanosine (8-OHdG) and isoprostane levels (in urine), and indicated the degree of oxidative stress and inflammation induced. Oral supplementation of melatonin during high-intensity exercise proved efficient in reducing the degree of oxidative stress (lower levels of lipid peroxidation, with a significant increase in antioxidative enzyme activities); this would lead to the maintenance of the cellular integrity and reduce secondary tissue damage. Data obtained also indicate that melatonin has potent protective effects, by preventing over-expression of pro-inflammatory mediators and inhibiting the effects of several pro-inflammatory cytokines. In summary, melatonin supplementation before strenuous exercise reduced muscle damage through modulation of oxidative stress and inflammation signaling associated with this physical challenge.