Previous studies have shown that acute exercise elevates sex steroid hormone concentrations in rodents and that sprint exercise increases circulating testosterone in healthy young men. However, the effect of different exercise intensities on sex steroid hormone responses at different levels of physical fitness is still unclear. In this study, we compared circulating sex steroid hormone responses at different exercise intensities in athletes and non-athletes. Eight male endurance athletes and 11 non-athletes performed two 15 min sessions of submaximal exercise at 40 and 70% peak oxygen uptake (V̇(O2peak)), respectively, and exercised at 90% V̇(O2peak) until exhaustion. Venous blood samples were collected during the last minute of each submaximal exercise session and immediately after exhaustion. Acute exercise at 40, 70 and 90% V̇(O2peak) induced significant increases in serum dehydroepiandrosterone (DHEA) and free testosterone concentrations in non-athletes. On the contrary, only 90% V̇O2 peak exercise led to an increase in serum DHEA and free testosterone concentrations in athletes. Serum 5α-dihydrotestosterone concentrations increased with 90% V̇(O2peak) exercise in both athletes and non-athletes. Additionally, serum estradiol concentrations were significantly increased at moderate and high exercise intensities in both athletes and non-athletes. These results indicate that in endurance athletes, serum sex steroid hormone concentrations, especially serum DHEA and 5α-dihydrotestosterone concentrations, increased only with high-intensity exercise, suggesting that different responses of sex steroid hormone secretion are induced by different exercise intensities in individuals with low and high levels of physical fitness. In athletes, therefore, high-intensity exercise may be required to increase circulating sex steroid hormone concentrations.