High-fat diets rapidly cause weight gain and glucose intolerance. We sought to determine whether these changes could be mitigated with prior exercise training. Male C57BL/6J mice were exercise-trained by treadmill running (1 h/day, 5 days/wk) for 4 wk. Twenty-four hours after the final bout of exercise, mice were provided with a high-fat diet (HFD; 60% kcal from lard) for 4 days, with no further exercise. In mice fed the HFD prior to exercise training, the results were blunted weight gain, reduced fat mass, and a slight attenuation in glucose intolerance that was mirrored by greater insulin-induced Akt phosphorylation in skeletal muscle compared with sedentary mice fed the HFD. When ad libitum-fed sedentary mice were compared with sedentary high-fat fed mice that were calorie restricted (−30%) to match the weight gain of the previously trained high-fat fed mice, the same attenuated impairments in glucose tolerance were found. Blunted weight gain was associated with a greater capacity to increase energy expenditure in trained compared with sedentary mice when challenged with a HFD. Although mitochondrial enzymes in white adipose tissue and UCP-1 protein content in brown adipose tissue were increased in previously exercised compared with sedentary mice fed a HFD, ex vivo mitochondrial respiration was not increased in either tissue. Our data suggest that prior exercise training attenuates high-fat diet-induced weight gain and glucose intolerance and is associated with a greater ability to increase energy expenditure in response to a high-fat diet.