Can strenous exercise cause aneurysm of abdomen?

Not per se: An abdominal aortic aneurysm is caused by atherosclerotic disease which is caused by smoking, high blood pressure, high lipids, diabetes, and family history. Having said that, strenuous exercise can lead to severe high blood pressure which could cause rupture of one of these aneurysms.

Unlikely: Strenuous exercise can lead to hypertension and this can cause rupture of an existing aneurysm.