Limited evidence has verified if ultrasound imaging (US) can detect post-exercise muscle damage based on size, shape, and brightness metrics. This study aimed to analyze the correlation between creatine kinase (CK) concentration and (as a biomarker of muscle damage) changes in US gray-scale metrics after an exercise-induced muscle damage protocol. An observational study was conducted at a private university lab located in Madrid. Twenty-five untrained and asymptomatic volunteers were enrolled in this study. Baseline demographic data and body composition metrics were collected. In addition, the rectus femoris US data and CK concentration were assessed at baseline and after inducing muscle damage (24 and 48 h later). After calculating time differences for all the outcomes, the correlation between the changes observed with US and biomarkers was assessed. Significant CK concentration increases were found 24 h (p = 0.003) and 48 h (p < 0.001) after exercise. However, no significant changes in muscle size, shape, or brightness were found in any location (p > 0.05 for all). In addition, no significant associations were found between CK changes and US changes (p > 0.05 for all). Gray-scale US is not a sensitive tool for detecting muscle damage, as a protocol of exercise-induced muscle damage confirmed with CK produced no significant gray-scale US changes after 24 or 48 h. In addition, US and CK changes after 24 and 48 h were not associated with each other.