There are multiple lines of compelling evidence supporting the beneficial effect of exercise on the prevention and/or improvement of certain chronic diseases. However, exhaustive or intense exercise causes oxygen free radical generation and oxidative stress, which can lead to injuries and chronic fatigue as well as inflammation. Abnormal upregulation of cyclooxygenase-2 (COX-2), a rate-limiting enzyme in prostaglandin biosynthesis, has been implicated in many inflammation-associated chronic disorders. Nuclear factor-κB (NF-κB) is a major transcription factor involved in regulation of COX-2 gene expression. To determine whether inflammation induction is dependent on intensity of exercise, COX-2 expression and NF-κB activation were adopted as the main targets. Thirteen volunteers who participated in the exercise program were subject to four exercise intensities [40, 60, 80, and 100% of heart rate reserve (HRR)] on a treadmill and to resting conditions. Isolated human peripheral blood mononuclear cells (PBMCs) were collected during the resting state and immediately after exercise and subjected to the electrophoretic mobility gel shift assay and Western blot analysis. As exercise intensity increased, both COX-2 expression and NF-κB DNA-binding activity were enhanced. The expression of IκB kinase α (IKKα) and IκBα were not significantly altered. However, exhaustive/vigorous exercise (100% HRR) could induce the phosphorylation of both IKKα and IκBα. In conclusion, a single bout of exercise induced COX-2 expression and DNA-binding activity of NF-κB in human PBMCs, and both COX-2 expression and DNA-binding activity of NF-κB were dependent on exercise intensity.