The endocannabinoid system is known to have positive effects on depression partly through its actions on neurotrophins, such as Brain-Derived Neurotrophic Factor (BDNF). As BDNF is also considered the major candidate molecule for exercise-induced brain plasticity, we hypothesized that the endocannabinoid system represents a crucial signaling system mediating the beneficial antidepressant effects of exercise. Here we investigated, in 11 healthy trained male cyclists, the effects of an intense exercise (60min at 55% followed by 30min at 75% W_max) on plasma levels of endocannabinoids (anandamide, AEA and 2-arachidonoylglycerol, 2-AG) and their possible link with serum BDNF. AEA levels increased during exercise and the 15min recovery (P<0.001), whereas 2-AG concentrations remained stable. BDNF levels increased significantly during exercise and then decreased during the 15min of recovery (P<0.01). Noteworthy, AEA and BDNF concentrations were positively correlated at the end of exercise and after the 15min recovery (r>0.66, P<0.05), suggesting that AEA increment during exercise might be one of the factors involved in exercise-induced increase in peripheral BDNF levels and that AEA high levels during recovery might delay the return of BDNF to basal levels. AEA production during exercise might be triggered by cortisol since we found positive correlations between these two compounds and because corticosteroids are known to stimulate endocannabinoid biosynthesis. These findings provide evidence in humans that acute exercise represents a physiological stressor able to increase peripheral levels of AEA and that BDNF might be a mechanism by which AEA influences the neuroplastic and antidepressant effects of exercise.