Arduous military training frequently consists of prolonged physical activity, sleep disturbance, and stress that increases musculoskeletal injury risk and performance decrements. Inflammatory and oxidative stress responses have been reported in response to arduous training, but with inconsistencies across markers and with under-representation of women. The purpose of the current report was to measure circulating inflammation and oxidative stress responses to military training and to correlate biomarkers with subjective measures of stress and sleep quality as well as military fitness test performance. Candidates undergoing the 10-week Marine Corps Officer Candidate School (OCS; 101 men; 62 women) were monitored, with demographic and questionnaire data collected, and blood drawn before and after OCS. Blood was analyzed for six markers of inflammation and three markers of oxidative stress. Associations between biomarkers and questionnaire and fitness test performance were tested. All measured inflammatory markers as well as plasma antioxidant capacity were elevated following OCS. The inflammatory increase was higher in women for several markers. Sleep disturbance and stress perception were associated with IL-6, IL-10 and CRP concentrations, suggesting that low sleep disturbance and stress perception were associated with low inflammatory load. Additionally, those with the highest inflammation at each time point performed worse on fitness tests than those with low inflammation. Following arduous military training, the circulating environment in a significant portion of officer candidates resembled chronic low-grade inflammation. This circulating inflammatory environment appeared worse with poor sleep, high stress perception, and poor fitness test performance, with utility observed for CRP, IL-6, and IL-10 as biomarkers of these responses. Since inflammation may contribute to musculoskeletal injury and performance decrements, minimizing chronic inflammation during military training should be explored.