This study aimed to explore the impact of caffeine (CAF) encapsulated in transferrin-modified, sterically-stabilized liposomes (Tf-SSL) on the physical performance of rats, specifically forelimb grip strength, running, and swimming. The brain-targeted drug delivery system, Tf-SSL, was used for the administration of caffeine. 168 male Sprague-Dawley (SD) rats were randomly assigned to different groups, including swimming, running, running wheel, and strength groups. Each group was further subdivided into high, medium, and low dose free caffeine (HCAF, MCAF, LCAF) and Tf-SSL CAF groups, along with a control group (CON). The strength, swimming, and running groups underwent training for four weeks, three times per week. The running wheel group was placed in rearing cages for a one-week adaptation period. After the final training session, the resistance, swimming, running, and running wheel exercise capacities of the rats were tested. The rats were administered treatment via tail vein injection, while the blank CON group received 0.9 % saline solution without treatment throughout the entire process. The results demonstrated a Tf-SSL CAF group encapsulation rate of 70.58 ± 5.14 %. Increasing the concentration of supplemented caffeine led to enhanced forelimb grip strength in rats, with significant differences observed in HCAF alone group, medium-dose Tf-SSL CAF (MTf-SSL CAF), and high-dose Tf-SSL CAF (HTf-SSL CAF) groups compared to the CON group. In the running and swimming experiments, higher caffeine supplementation concentrations correlated with increased running and swimming time to exhaustion, and the MTf-SSL CAF group showed longer running and swimming time compared to the HCAF alone group. The results of rat striatal dopamine levels indicated that increased caffeine supplementation concentrations led to higher dopamine secretion, with significantly different striatal concentrations in the HCAF group, MTf-SSL CAF group, and HTf-SSL CAF group compared to the CON group. The running wheel experiment revealed that rats in the medium- and high-dose Tf-SSL CAF groups exhibited greater 6-h running distances than the HCAF group and CON group. In conclusion, caffeine supplementation improved the physical performance of rats, with the high concentration CAF group outperforming the low and medium concentration groups. Furthermore, Tf-SSL CAF demonstrated superior physical enhancement compared to caffeine supplementation alone.