Exercise could be a therapeutic approach for cardiovascular dysfunction induced by estrogen deficiency. Our previous study has shown that estrogen maintains cystathionine-γ-lyase (CSE) expression and inhibits oxidative stress in the myocardium of female rats. In the present study, we investigated whether exercise improves CSE expression and oxidative stress status and ameliorates isoproterenol (ISO)-induced cardiac damage in ovariectomized (OVX) rats. The results showed that treadmill training restored the ovariectomy-induced reduction of CSE and estrogen receptor (ER)α and decrease of total antioxidant capacity (T-AOC) and increase of malondialdehyde (MDA). The level of CSE was positively correlated to T-AOC and ERα while inversely correlated to MDA. OVX rats showed increases in the serum levels of creatine kinase (CK) and lactate dehydrogenase (LDH) and the percentage of TUNEL staining in myocardium upon ISO insult compared to sham rats. Exercise training significantly reduced the serum levels of LDH and CK and the percentage of TUNEL staining in myocardium upon ISO insult in OVX rats. In cultured cardiomyocytes, ISO treatment decreased cell viability and increased LDH release, while overexpression of CSE increased cell viability and decreased LDH release in the cells upon ISO insult. The results suggest that exercise training improves the oxidative stress status and ameliorates the cardiac damage induced by oxidative stress in OVX rats. The improvement of oxidative stress status by exercise might be at least partially due to upregulation of CSE/H2S signaling.