Exercise leads to the production of reactive oxygen species (ROS) via several sources in the skeletal muscle. In particular, the mitochondrial electron transport chain in the muscle cells produces ROS along with an elevation in the oxygen consumption during exercise. Such ROS generated during exercise can cause oxidative modification of proteins and affect their functionality. Many evidences have been suggested that some muscle proteins, i.e., myofiber proteins, metabolic signaling proteins, and sarcoplasmic reticulum proteins can be a targets modified by ROS generated due to exercise. We detected the modification of carnitine palmitoyltransferase I (CPT I) by Nε-(hexanoyl)lysine (HEL), one of the lipid peroxides, in exercised muscles, while the antioxidant astaxanthin reduced this oxidative stress-induced modification. Exercise-induced ROS may diminish CPT I activity caused by HEL modification, leading to a partly limited lipid utilization in the mitochondria. This oxidative protein modification may be useful as a potential biomarker to examine the oxidative stress levels, antioxidant compounds, and their possible benefits in exercise.