The purpose of this study was to evaluate the effect that exercise and caloric restriction have on the nociceptive threshold of rats. Male Wistar rats were divided into two groups: one group that was fed ad libitum (FED) and another group that was subjected to dietary caloric restriction (CR). The CR group received 50% of the food the FED group received, for 4 weeks. Both groups were submitted to aerobic (AE) and resistance (RE) exercise training protocols performed in a rodent treadmill and in a weight-lifting exercise model, respectively. Mechanical and thermal nociceptive thresholds were measured by tail-flick and paw-withdrawal tests, respectively. Both exercise protocols produced antinociception, but there was no difference found between the FED and CR groups after either 1 or 4 weeks. Additionally, although dietary caloric restriction alone did not result in antinociception, it did increase the running time of animals during aerobic exercise and increased the load lifted in resistance exercise after 4 weeks. These results indicate that caloric restriction for 1 or 4 weeks did not alter the nociceptive threshold, but could play an important role in improvement of physical performance.