Regular exercise has many health benefits, among which is a significant reduction of cardiovascular risk. Although many beneficial effects of exercise are well described, the exact mechanisms by which exercise confers cardiovascular benefits are yet to be fully understood. In the current study, we have used high resolution mass spectrometry to determine the proteomic responses of the heart to exercise training in mice. The impact of exercise-induced oxidative stress on modifications of cardiomyocyte proteins with lipid peroxidation biomarker 4-hydroxynonenal (4-HNE) was examined as well. Fourteen male mice were randomized into the control (sedentary) group and the exercise group that was subjected to a swim exercise training program for 5 days a week for 5 months. Proteins were isolated from the left ventricular tissue, fractionated and digested for shotgun proteomics. Peptides were separated by nanoliquid chromatography and analyzed on an Orbitrap Fusion mass spectrometer using high-energy collision–induced dissociation and electron transfer dissociation fragmentation. We identified distinct ventricular protein signatures established in response to exercise training. Comparative proteomics identified 23 proteins that were upregulated and 37 proteins that were downregulated with exercise, in addition to 65 proteins that were identified only in ventricular tissue samples of exercised mice. Most of the proteins specific to exercised mice are involved in respiratory electron transport and/or implicated in glutathione conjugation. Additionally, 10 proteins were found to be modified with 4-HNE. This study provides new data on the effects of exercise on the cardiac proteome and contributes to our understanding of the molecular mechanisms underlying the beneficial effects of exercise on the heart.