Selenoprotein S (Seps1) can be protective against oxidative, endoplasmic reticulum (ER), and inflammatory stress. Seps1 global knockout mice are less active, possess compromised fast muscle ex vivo strength, and, depending on context, heightened inflammation. Oxidative, ER, and inflammatory stress modulates contractile function; hence, our aim was to investigate the effects of Seps1 gene dose on exercise performance. Seps1−/− knockout, Seps1−/+ heterozygous, and wild-type mice were randomized to 3 days of incremental, high-intensity treadmill running or a sedentary control group. On day 4, the in situ contractile function of fast tibialis anterior (TA) muscles was determined. Seps1 reduction or deletion compromised exercise capacity, decreasing distance run. TA strength was also reduced. In sedentary Seps1−/− knockout mice, TA fatigability was greater than wild-type mice, and this was ameliorated with exercise. Whereas, in Seps1+/− heterozygous mice, exercise compromised TA endurance. These impairments in exercise capacity and TA contractile function were not associated with increased inflammation or a dysregulated redox state. Seps1 is highly expressed in muscle fibers and blood vessels. Interestingly, Nos1 and Vegfa mRNA transcripts were decreased in TA muscles from Seps1−/− knockout and Seps1−/+ heterozygous mice. Impaired exercise performance with Seps1 reduction or deletion cannot be attributed to heightened cellular stress, but it may potentially be mediated, in part, by the effects of Seps1 on the microvasculature.