Moringa oleifera Lam. leaves contain various nutrients and bioactive compounds. The present study aimed to assess the anti-fatigue capacity of a flavonoids concentrate purified from M. oleifera Lam. leaves. The total flavonoids in the purified extract were analyzed by ultra-performance liquid chromatography electrospray ionization tandem mass spectrometry (UPLC-MS/MS). The mice were supplemented with purified M. oleifera Lam. leaf flavonoid-rich extract (MLFE) for 14 days. The weight-loaded forced swimming test was used for evaluating exercise endurance. The 90-min non-weight-bearing swimming test was carried out to assess biochemical biomarkers correlated to fatigue and energy metabolism. UPLC-MS/MS analysis identified 83 flavonoids from MLFE. MLFE significantly increased the swimming time by 60%. Serum lactate (9.9 ± 0.9 vs. 8.9 ± 0.7), blood urea nitrogen (BUN) (8.8 ± 0.8 vs. 7.2 ± 0.5), and nonesterified fatty acid (NEFA) (2.4 ± 0.2 vs. 1.7 ± 0.3) were significantly elevated; phosphoenolpyruvate carboxykinase (PEPCK), glucokinase (GCK), and nuclear factor erythroid 2-related factor 2 (Nrf2) mRNA expression were significantly downregulated; and heme oxygenase 1 mRNA expression was significantly upregulated in muscle after swimming. MLFE supplement significantly decreased serum lactate (8.0 ± 1.0 vs. 9.9 ± 0.9), BUN (8.6 ± 0.4 vs. 8.9 ± 0.8), and NEFA (2.3 ± 0.4 vs. 2.4 ± 0.2) and increased the protein and mRNA expression of GCK, PEPCK, and Nrf2. The enhancement of glucose metabolism and antioxidant function by MLFE contributes partly to its anti-fatigue action.