Iron deficiency without anemia (IDNA) is widely prevalent in China, where conventional methods for improving iron status are not always feasible in low-resource areas. IDNA has known detrimental effects on physical performance. Conversely, intense exercise training increases the risk of IDNA. While iron supplementation and aerobic exercise have been examined individually, the impact of simultaneous iron supplementation and aerobic training remains unclear. The goal of this study was to examine the individual and combined effects of supplementation (ferrous sulfate or a traditional Chinese herbal treatment, BaZhen KeLi, BZ) and/or aerobic training on iron status and physical performance. One hundred and nine IDNA Chinese women participated in an 8-week randomized trial with a 3x2 factorial design. Treatments included 42 mg elemental iron/day, 150 g BZ/day, or a placebo and aerobic training (5 sessions/week of 25 minutes cycling) or no training. Iron status and physical performance were assessed at weeks 0, 4, and 8. Physical performance was measured as oxygen consumption at maximum exertion (VO2peak) and at the ventilatory threshold. Training modified the serum ferritin response to iron supplementation. Both iron-supplemented groups improving in serum ferritin, but the iron-trained group had significantly lower serum ferritin than the iron-untrained group at week 8. There were significant 2-way interactions between training and supplement for VO2peak and ventilatory threshold. These variables were significantly higher in the iron-trained, iron-untrained, and placebo-trained groups compared to the placebo-untrained group, with no significant differences among these three groups for either variable. BZ treatment did not significantly improve any measure of iron status compared to placebo. The BZ-trained group showed improvements in physical performance of equal magnitude to those of the iron- and placebo-trained groups. The BZ-untrained group showed no improvements in physical performance compared to the placebo-untrained group. Collectively, this dissertation concludes that regular aerobic training reduces the apparent efficacy of iron supplements in improving iron status. Additionally, iron supplementation taken without training improves endurance performance in sedentary women, while iron supplementation with simultaneous training provides no added benefit. Finally, prescribing BZ may not be advisable for improving iron status or physical performance in IDNA women.