Aim The aim of this study was to reveal the role of reactive oxygen and nitrogen species (RONS) in exercise adaptations under physiological in vivo conditions and without the interference from other exogenous redox agents (e.g. a pro‐oxidant or antioxidant). Methods We invented a novel methodological set‐up that exploited the large redox interindividual variability in exercise responses. More specifically, we used exercise‐induced oxidative stress as the ‘classifier’ measure (i.e. low, moderate and high) and investigated the physiological and redox adaptations after a 6‐week endurance training protocol. Results We demonstrated that the group with the low exercise‐induced oxidative stress exhibited the lowest improvements in a battery of classic adaptations to endurance training (VO2 max, time trial and Wingate test) as well as in a set of redox biomarkers (oxidative stress biomarkers and antioxidants), compared to the high and moderate oxidative stress groups. Conclusion The findings of this study substantiate, for the first time in a human in vivo physiological context, and in the absence of any exogenous redox manipulation, the vital role of RONS produced during exercise in adaptations. The stratification approach, based on a redox phenotype, implemented in this study could be a useful experimental strategy to reveal the role of RONS and antioxidants in other biological manifestations as well.