Purpose Physical exercise is reported to affect the immune response in various ways. Thus, the levels of pro-inflammatory cytokines as well as the abundance of circulating leukocytes are changed. In this study, the occurence of circulating cell-free mitochondrial DNA (cfmtDNA) and nuclear DNA (nDNA) was investigated in connection with a single bout of strenuous physical exercise. Methods Healthy volunteers performed a controlled ergo-spirometry cycle test and venous blood samples were taken at different time-points to analyze the concentration of blood components before, during and after the test. The number of circulating leukocytes was measured, as well as secretion of the soluble urokinase activator receptor (suPAR). Results Cf-mtDNA significantly increased during exercise, compared to baseline values and after 30 and 90 min of rest. Circulating leukocytes increased during exercise, but returned to baseline levels afterwards. Surface expression of the urokinase plasminogen activating receptor (uPAR) on neutrophils decreased significantly during exercise. The concentration of suPAR tended to increase during exercise but only significantly after 90 min of rest. Conclusion Increased concentration of cf-mtDNA indicates that cell damage takes place during high intensity training. Hypoxia and tissue damage are likely causes of cf-mtDNA from muscle cells. The levels of cf-mtDNA remain high during the initial rest, due to the decreasing numbers of leukocytes normally clearing the plasma from cf-mtDNA. The increased levels of suPAR further emphasize that strenuous physical exercise causes a reaction similar to inflammation. Further studies are needed to detect the source of increased cf-mtDNA and the corresponding increase of suPAR liberation.