The effect of prolonged strenuous military training on serum lipoproteins was studied in 73 new recruits. Dietary intake, body weight, and average energy expenditure were recorded, and blood samples collected at three time periods before training began (time 0), and after 6 and 12 wk of intense physical activity (times I and II, respectively). There was a significant increase in high density lipoprotein (HDL) cholesterol and a decrease in low density lipoprotein (LDL) cholesterol accompanying an increase of duration and intensity of exercise. HDL increased from 40.5 +/- 7.7 mg.dl-1 at time 0 to 44.5 +/- 9.4 mg.dl-1 at time I and to 52.8 +/- 8.7 mg.dl-1 at time II, and each mean P-value for increases in HDL from time 0-I, I-II, and 0-II were P < 0.0001). For LDL cholesterol, the mean decreases were -1.1, -6.1, and -7.3 mg.dl-1, respectively (P = 0.003 from I-II, and 0.01 from 0-II). These changes did not correlate with weight loss, reduced energy, or fat intake. We conclude that intense physical activity is associated with beneficial changes in the lipoprotein profile in new military recruits during a training period extending over 12 wk.