Cardiovascular disease is a high incidence and mortality rate disease worldwide. Exercise training has become an established evidence-based treatment strategy that is beneficial for many cardiovascular diseases. This study aimed to investigate the effects of exercise on hyperlipidemia-induced cardiac damage in apolipoprotein E-deficient (ApoE−/−) mice. Male ApoE−/−mice were randomly divided into the following four groups: normal diet (ND), normal diet + exercise training (ND + E), high-fat diet (HFD), and high-fat diet + exercise training (HFD + E). Exercise training consisted of swimming for 40 min, 5 days/week for 12 weeks. After 12 weeks, histopathological alterations in cardiac tissue and the serum were measured. Furthermore, the NOX4, NRF2, SIRT1, TGF-β, HO-1, collagen III, Smad3, Bax, Bak, Bcl-2, Bcl-xl, IL-1β, IL-6, and IL-18 expression levels were evaluated using immunohistochemistry and western blotting; Results: the serum levels of SIRT1, GSH-Px, and SOD were lower in ApoE−/−HFD mice compared with those in ApoE−/−HFD + E mice. Significant pathological changes were observed in the ApoE−/−HFD + E group compared with those in the ApoE−/−HFD group. Increased levels of oxidative stress, fibrosis, and apoptosis, and decreased antioxidant expression in the ApoE−/−HFD group compared with those in ApoE−/−HFD + E mice. Exercise exerts protective effects against cardiac damage caused by hyperlipidemia.