To investigate the persistence time and the effectiveness of exercise preconditioning (EP) on myocardial protection in exhausted rats from myocardial enzymes, electrocardiogram (ECG), cardiac function, and mitochondrial respiratory function after cessation of exercise training. One hundred and twelve healthy male Sprague–Dawley rats were randomly divided into seven groups (n = 16): control group (CON), exhaustive exercise (EE) group, EP group, and EE after EP (EP + EE); furthermore, EP + EE group was randomly divided into 1D, 3D, 9D, and 18D groups (1D, 3D, 9D, and 18D) and performed exhaustive treadmill exercise at a speed of 30 m/min on the 1st, 3rd, 9th, and 18th days separately after EP exercise stopped. We detected the serum contents of N-terminal pro B type natriuretic peptide (NT-proBNP) and cardiac troponin I (cTnI) by the enzyme-linked immunosorbent assays method, recorded ECG, detected heart function by pressure volume catheter, measured the respiratory rates of rat myocardial mitochondria state 3 and 4 of complex I, complex II, and IV by high-resolution breathing apparatus. EP could decrease the serum content of NT-proBNP and cTnI, improved the electrical derangement and the left ventricular function in exhausted rats. Moreover, the protective effect was more obvious in the 9th day after EP stopped, whereas it would disappear when EP stopped for more than 18 days. Compared with EE group, the respiratory rate value of myocardial mitochondrial complex increased in 1D, 3D, and 9D groups. Therefore, the protective effect of EP on the heart of exhausted rats decreased with the prolongation of stopping training time, and the effect was significant within 3 days of discontinuing training, then decreased gradually, and completely disappeared in the 18th day. EP enhanced the cardiac function in exhausted rats through raising the nicotinamide adenine diphosphate hydride (NADH) electron transport chain and increased the respiration rates of mitochondrial respiratory complex I and IV state 3, thereby improved myocardial mitochondrial respiratory function and energy metabolism.