There is increasing evidence that the biological activity of myostatin (MSTN), a negative regulator of muscle growth, is affected by training but also anabolic steroids. In this study, we analyzed the effects of the frequently abused anabolic steroid methandienone (Md) on the hypothalamic-pituitary-testicular axis and androgen-sensitive tissues in intact rats performing a treadmill training to simulate the situation of abusing athletes. The anabolic effects were correlated with the expression of members of the MSTN signaling cascade. Md treatment resulted in a significant stimulation of anabolic activity of the levator ani muscle, which was further increased by training, while prostate and seminal vesicle weights decreased in conformance with hormone concentrations of LH and testosterone. In gastrocnemius muscle, mRNA expression of genes of the MSTN signaling cascade (MSTN, Smad7 and MyoD) was reduced by training but not after Md treatment, in soleus muscle MSTN and its inhibitors, follistatin (FLST) and Smad-7 were only affected after training in combination with Md treatment. In summary, our data demonstrate that Md treatment of intact rats results in anabolic effects which are enhanced in combination with physical activity. Interestingly, the anabolic activity on the levator ani was increased in combination with training, although the levator ani muscle was not specifically stimulated by our training protocol. In the m. gastrocnemius and soleus, the anabolic effects correlate with changes in the expression patterns of genes involved in MSTN signaling. Our data provide evidence that the decrease in the weight of androgen-sensitive sexual glands, observed after Md treatment, is caused by a suppression of endogenous testosterone synthesis. These observations provide new insights into the molecular mechanisms of the interaction between anabolic steroids, training and MSTN signaling during skeletal muscle adaptation.