Calorie restriction (CR) decreases adiposity, but the magnitude and defense of weight loss is less than predicted due to reductions in total daily energy expenditure (TEE). The purpose of the current investigation was to determine if high-intensity interval training (HIIT) would increase markers of sympathetic activation in white adipose tissue (WAT) and rescue CR-mediated reductions in EE to a greater extent than moderate-intensity aerobic exercise training (MIT). Thirty-two 5-wk old male C57BL/6J mice were placed on ad libitum HFD for 11 weeks followed by randomization to one of four groups (n = 8 per group) for an additional 15 weeks: 1) CON (remain on HFD); 2) CR (25% lower energy intake); 3) CR+HIIT (25% energy deficit created by 12.5% CR and 12.5% EE through HIIT); and 4) CR+MIT (25% energy deficit created by 12.5% CR and 12.5% EE through MIT). Markers of adipose thermogenesis (Ucp1, Prdm16, Dio2, Fgf21) were unchanged in either exercise group in inguinal or epididymal WAT while CR+HIIT decreased Ucp1 expression in retroperitoneal WAT and brown adipose tissue. HIIT rescued CR-mediated reductions in lean body mass (LBM) and resting energy expenditure (REE) and both were associated with improvements in glucose/insulin tolerance. Improvements in glucose metabolism in the CR+HIIT group appear to be linked to a molecular signature which enhances glucose and lipid storage in skeletal muscle. These findings suggest that negative energy balance abolishes exercise-mediated increases in markers of WAT thermogenesis but remodels skeletal muscle metabolic and thermogenic capacity which are linked to enhanced glucose metabolism.