Physical fatigue is extremely common and occurs daily, and is considered to be associated with oxidative stress. The diverse functions of deep sea water (DSW) have recently gained increasing attention. Previous studies have emphasized the anti-fatigue effect of DSW, but the intrinsic mechanism behind the effect remains to be elucidated. In the imprinting control region (ICR) mice model, DSW delayed the exhaustive swimming time. In addition, DSW decreased the area under the blood lactate (BLA) curve, which was associated with the area under the BLA curve of pre-swimming, post-swimming and post-rest. Furthermore, DSW reduced the basal levels of malondialdehyde and the post-swimming concentration of blood urea nitrogen, lactate dehydrogenase and creatine kinase after swimming, along with an increase in the normal level of antioxidant enzyme activity such as superoxide dismutase and glutathione peroxidase. However, no significant effect on body weight, hepatic glycogen and muscle glycogen was observed between any group. In conclusion, DSW can improve the athletic ability and alleviate physical fatigue of ICR mice. This effect is achieved by enhancing the antioxidant capacity.