We aimed to investigate the effectiveness of physical training as a protective strategy to mitigate alveolar bone damage and blood antioxidant defense caused by ethanol (EtOH) consumption in a binge-drinking pattern. Male Wistar rats aged approximately 90 days were divided into four groups: control, training, EtOH, and training + EtOH. The physical training protocol was conducted on a treadmill for four consecutive weeks, while the animals in the EtOH group were administered EtOH via orogastric gavage for three consecutive days each week, following the binge drink pattern. After the training period, blood and mandibles were collected for plasma oxidative biochemistry analysis, and the alveolar bone was subjected to physicochemical composition analysis, tissue evaluation, and microtomography evaluation. Our results showed that EtOH induced oxidative stress and physical exercise promoted the recovery of antioxidant action. Physical training minimized the damage to the mineral/matrix composition of the alveolar bone due to EtOH consumption and increased the density of osteocytes in the trained group treated with EtOH than in those exposed only to EtOH. Furthermore, physical training reduced damage to the alveolar bone caused by EtOH consumption. Our findings suggest that physical training can serve as an effective strategy to reduce systemic enzymatic oxidative response damage and alleviate alveolar bone damage resulting from alcohol consumption. Further investigations are warranted to elucidate the underlying mechanisms and explore, in addition to physical training, the potential effects of other activities with varying intensities on managing alcohol-induced bone damage.