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All living beings on earth are influenced by the circadian rhythm, the rising and the setting of the sun. The ubiquitous effect of exercise is widely believed to maximize health benefits but has not been formally investigated for cardiac responses in the exercise-induced circadian rhythms. We hypothesized that the exercise-related proteome is differentially influenced by circadian rhythm and analyzed the differences between the effects of morning and evening exercise. Twenty-four Sprague-Dawley rats were randomly divided into four groups (n = 6 per group): morning control, morning exercise, evening control, and evening exercise groups. The exercise groups were subjected to 12-week treadmill exercise (5 days/week) performed either during daytime or nighttime. After 12 weeks, the physiological characteristics (e.g., body weight, heart weight, visceral fat, and blood metabolites), cardiovascular capacity (ejection fraction (%) and fractional shortening (%)), circadian gene expression levels (clock, ball1, per1, per2, cry1, and cry2), and the proteomic data were obtained and subjected to univariate and multivariate analysis. The mRNA levels of per1 and cry2 increased in the evening group compared with those in the morning group. We also found that per2 decreased and cry2 increased in the evening exercise groups. The evening exercise groups showed more decreased triacylglycerides and increased blood insulin levels than the morning exercise group. The principal component analysis, partial least squares discriminant analysis, and orthogonal partial least squares discriminant analysis indicated that the circadian rhythm differently influenced the protein networks of the exercise groups. In the morning exercise group, the transcription-translation feedback loop (TTFL) (clock, per1, per2, cry1, and cry2) formed a protein-protein interaction network with Nme2, Hint1, Ddt, Ndufb8, Ldha, and Eef1a2. In contrast, the TTFL group appeared close to Maoa, Hist2h4, and Macrod1 in the evening exercise group. Interestingly, the evening exercise group decreased the mRNA level of per2 but not per1. Per1 and Per2 are known to transport Cry1 and Cry2 into the nucleus. Taken together, we summarized the characteristics of enriched proteins in the aspect of their molecular function, cellular component, and biological process. Our results might provide a better understanding of the circadian effect on exercise-related proteins.