ABSTRACT Introduction: During physical activity, the body diverts blood to essential areas such as skeletal muscle, reducing the supply to non-essential areas such as the kidney. Whey protein is one of the most widely used supplements in gyms. Objectives: To evaluate renal function and renal structure in rats submitted to physical exercise with and without the use of protein supplementation. Methods: The protein used was Whey Hydro PRO 2 - Probiotica®. It was administered orally (by gavage), diluted in mineral water (1.8 g/kg of body weight, shortly after swimming training). The rats were divided into four groups: rats with exercise (Exc), rats without exercise (ñExc), rats with exercise and with protein supplementation (Prot/Exc) and rats without exercise and with protein supplementation (Prot/ñExc). The training consisted of swimming for 30 minutes, using load equivalent to 2% of body weight, five times a week for a total of 10 weeks. The protein was administered by gavage, once daily, immediately after the training. Results: A reduced glomerular filtration rate was observed in the animals of the Exc group compared to those of the Prot/Exc group. Plasma creatinine values were similar between the groups submitted to exercise and those not submitted to exercise. Plasma sodium and the sodium excretion fraction were lower in the Prot/Exc group compared to the Exc group. Urinary excretion was similar between groups. Histological analysis: Significant hydropic degeneration was observed in the animals that received protein supplementation and submitted to exercise. Conclusion: These results show that exercise associated with protein supplementation (2g/day/kg) leads to changes in the tubular mechanisms of sodium adjustments and structural changes in the renal parenchyma. Level of evidence II; Therapeutic studies - Investigation the results of treatment.