The phenomenon of circulating cell-free DNA (cfDNA) is important for many biomedical disciplines including the field of exercise biochemistry and physiology. It is likely that cfDNA is released into the plasma by apoptosis of endothelial cells and circulating endothelial progenitor cells (EPCs), and/or by NETosis of immune cells induced by strenuous exercise. Increases of cfDNA are described to be a potential hallmark for the overtraining syndrome, and might be related to aseptic vascular inflammation in athletes. Yet, the relevance of systemic inflammation and cfDNA with endothelial dysfunction in athletes still remains unclear. In this review article, we provide a current overview of exercise-induced cfDNA release to the circulation with special emphasis on its relationship with apoptosis and NETosis and the effect of hypoxic physical activity on vascular inflammation in athletes.