We hypothesized that intense exercise training (forced swimming for 30 min, 5 days/week) may enhance the progression of mammary carcinogenesis through the involvement of stress hormones, such as catecholamines and prolactin, which can promote breast cancer. After the appearance of the DMBA-induced tumors in Sprague-Dawley rats, the effect was evaluated of exercise-induced stress (with or without administration of the hormone melatonin) on the survival time, tumor multiplicity, and tumor growth until the death of the animals. In a second set of experiments, after one month of exercise, the NK cells count in blood, and the plasma concentrations of catecholamines and prolactin were determined. Although no significant change was found in either the survival time of the rats or the tumor multiplicity, exercise significantly increased the tumor growth rate. Stress was confirmed by the enhanced adrenaline and prolactin concentrations in the blood of the exercised rats. Exercise-induced stress did not change the percentage of NK cells in the tumor-bearing rats. Melatonin counteracted the increased tumor growth, returning the prolactin and adrenaline concentrations to their optimal physiological levels in the exercised tumor-bearing rats, thus confirming an "anti-stress" role of this hormone. In conclusion, intense exercise-induced stress enhances mammary carcinogenesis through the involvement of adrenaline and prolactin. The results also confirmed a role of melatonin as a therapeutic aid against breast cancer in general, and in particular during situations of stress.