This study investigated for the first time the changes in seminal markers of inflammation, oxidative stress status, semen parameters, sperm DNA integrity as well as pregnancy rate following 24 weeks of moderate aerobic exercise in infertile patients. A total of 1026 sedentary men (aged 25–40 years) attending the infertility clinic with history of more than one year of infertility, were screened and 419 were randomized to either exercise (EX, n = 210) or non-exercise (NON-EX, n = 209) groups. Exercise training favorably attenuated seminal markers of both inflammation (IL-1β, IL-6, IL-8, and TNF-α) and oxidative stress (ROS, MDA, 8-Isoprostane) as well as enhanced antioxidant defense system (SOD, catalase and TAC) (P < 0.05). These changes correlate with favorable improvements in semen parameters, sperm DNA integrity and pregnancy rate (P < 0.05). The results provide information about the effectiveness of moderate aerobic exercise training as a treatment option for male factor infertility. The 4-week detraining period was not enough to reverse all benefits promoted by exercise intervention.