Background: Red beetroot is known to be a health-promoting food. However, little attention is placed on intestinal bioactive compound absorption. The aim of the study was to assess the urinary red beetroot juice (RBJ) intake biomarkers and possible differences in RBJ’s micronutrient absorption at rest or after physical exercise. Methods: This is a three-armed, single-blind study, involving seven healthy volunteers which were randomly divided into three groups and alternatively assigned to three experimental sessions: RBJ intake at rest, RBJ intake with physical activity, and placebo intake with physical activity. For each session, urine samples were collected before and 120, 180, and 240 min after the intake of RBJ or placebo. The same sampling times were employed for the experimental session at rest. The RBJ metabolic composition was also characterized to identify the urinary biomarkers derived from the intake. Results: 4-methylpyridine-2-carboxylic acid, dopamine-3-O-sulfate, glutamine, and 3-hydroxyisobutyrate were identified as RBJ intake biomarkers. Physical activity significantly increased only the dopamine-3-O-sulfate excretion 120 min after RBJ intake. Conclusions: Urinary dopamine-3-O-sulfate is related to RBJ dopamine content, while 4-methylpyridine-2-carboxylic acid is a betanin or betalamic acid catabolite. The different excretions of these metabolites following physical activity suggest a possible effect on the RBJ uptake depending on different transport processes through the mucosa, namely diffusion-mediated transport for dopamine and saturable transcellular transport for betalamic acid derivatives. These results open new perspectives in improving the absorption of natural bioactive molecules through physical activity.