Swimming activity primarily accelerates growth in fish by increasing protein synthesis and energy efficiency. The role of muscle in this process is remarkable and especially important in teleosts, where muscle represents a high percentage of body weight, and by the continuous growth that many fish species present. The aim of this work was to characterize the effects of five weeks of moderate and sustained swimming in gene and protein expression of myogenic regulatory factors, proliferation markers and proteolytic molecules in two muscle regions (anterior and caudal) of gilthead sea bream fingerlings. Western blot results showed an increase in the proliferation marker PCNA, proteolytic systems' members CAPN1 and CTSD, as well as vascular-endothelial growth factor protein expression. Moreover, quantitative real-time PCR data showed that exercise increased the gene expression of proteases: calpains, cathepsins and members of the ubiquitin-proteasome system in the anterior muscle region; and the gene expression of the proliferation marker PCNA and the myogenic factor MyoD in the caudal area, compared to control fish. Overall, these data suggest a differential response of the two muscle regions during swimming adaptation, with tissue remodeling and new vessels formation occurring in the anterior muscle and enhanced cell proliferation and differentiation in the caudal area. In summary, the present study contributes to improve the knowledge on the role of proteolytic molecules and other myogenic factors in the adaptation of muscle to moderate sustained swimming in gilthead sea bream.