Exercise has been implemented as an efficient method to maintain an optimal state of health, also, has been used as a non‐pharmacological complementary treatment in numerous pathologies. It has been documented that the application of exercise protocols improves muscle functioning, prevents lipids accumulation and cell damage, as well as the delay of onset of fatigue. The objective of this work was to evaluate the effect of three different intensities of exercise, low, medium, and high, on the development of muscle strength, fatigue resistance, and lipid profile in rats this, to identify the protocol with greater efficiency. Male Wistar rats (250–300 g) were divided into four groups: control, exercised low intensity, exercised medium intensity, and exercised high intensity. The soleus muscle and the extensor digitorum longus (EDL) of an extremity were extracted to perform muscle tension tests, while the serum was obtained to determine the lipid profile. Results showed an increase in maximum and total tension in each of the three exercise protocols respect to control, an increase of 20.12% for maximum tension, and 14.16% for the total tension in low‐intensity exercise protocol group. While in medium intensity group was observed an increase of 40.02% for the maximum tension and 28.54% for the total tension. Finally, the high‐intensity group showed an increase of 60.25% in maximum tension and 42.52% in total tension. Regarding lipid profile, rats submitted to exercise protocols obtained lower cholesterol levels compared to control. Low intensity protocol showed a decrease of 20% (ẋ = 60 mg/dL), while the average protocol intensity a decrease of 23% (ẋ = 58 mg/dL), finally the high intensity protocol presented a decrease of 53% (ẋ = 35 mg/dL), with respect to the control (ẋ = 75 mg/dL), observing greater efficiency in the high intensity group. On the other hand, triglyceride levels showed the same trend, presenting a decrease in each of the protocols, low (ẋ = 75 mg/dL), medium (ẋ = 70 mg/dL) and high intensity (ẋ = 65 mg/dL), with respect to control (ẋ = 87 mg/dL), this decrease was more evident in the group subjected to the high intensity protocol. These results prove that the implementation of an exercise protocol improves the functioning of skeletal muscle, by increasing its contraction and fatigue resistance time. In the same way, the use of these protocols decreases the lipid profile in the serum of rats. Besides, it was found that high‐intensity exercise proved to be more efficient in reducing cholesterol and triglycerides.