Physical exercise promotes many health benefits. The present study was undertaken to assess possible semen and hormone differences among physically active (PA) subjects and sedentary subjects (SE). The analyzed qualitative sperm parameters were: volume, sperm count, motility, and morphology; where needed, additional testing was performed. The measured hormones were: follicle-stimulating hormone (FSH), luteinizing hormone (LH), testosterone (T), cortisol (C), and the ratio between T and C (T/C). Maximum oxygen consumption was also assessed to check for differences in fitness level. Statistically significant differences were found for several semen parameters such as total progressive motility (PA: 60.94 ± 5.03; SE: 56.07 ± 4.55) and morphology (PA: 15.54 ± 1.38, SE: 14.40 ± 1.15). The seminological values observed were supported by differences in hormones, with FSH, LH, and T being higher in PA than in SE (5.68 ± 2.51 vs. 3.14 ± 1.84; 5.95 ± 1.11 vs. 5.08 ± 0.98; 7.68 ± 0.77 vs. 6.49 ± 0.80, respectively). Likewise, the T/C ratio, index of anabolic versus catabolic status, was also higher in PA (0.46 ± 0.11 vs. 0.32 ± 0.07), which further supports the possibility of an improved hormonal environment. The present study shows that there are differences in semen and hormone values of physically active subjects and sedentary subjects. Physically active subjects seem to have a more anabolic hormonal environment and a healthier semen production.