The heavy and episodic EtOH drinking pattern, equivalent to weekend consumption, characterizes the binge-drinking pattern and promotes a misbalance of encephalic metabolic functions, concurring to neurodegeneration and cerebral dysfunction. And for being a legal drug, it has global public health and social relevance. In this way, we aimed to investigate the effects of physical training, in a treadmill, on the deleterious effects of EtOH on hippocampal functions, related to memory and learning. For this, we used 40 Wistar rats, divided into four groups: Control group, Trained group (trained animals with doses of distilled water), EtOH group (nontrained animals with doses of 3 g/kg/day of EtOH, 20% w/v), and Trained+EtOH group (trained animals exposed to EtOH). The physical exercise was performed by running on a treadmill for 5 days a week for 4 weeks, and all doses of EtOH were administered through intragastric gavage in four repeated cycles of EtOH in binge. After the experimental period, the animals were submitted to the object recognition task and Morris water maze test, and after being euthanized, the blood and hippocampus were collected for Trolox Equivalent Antioxidant Capacity (TEAC), Reduced Glutathione Content (GSH), and Nitrite and Lipid Peroxidation (LPO) level measurements. Our results showed that EtOH caused marked oxidative stress and mnemonic damage, and the physical exercise promoted neuroprotective effects, among them, the modulation of oxidative biochemistry in plasma (by restoring GSH levels) and in the hippocampus (by reducing LPO levels and increasing antioxidant parameters) and cognitive function improvement. Therefore, physical exercise can be an important prophylactic and therapeutic tool in order to ameliorate and even prevent the deleterious effects of EtOH on cognitive functions.