Maternal exercise during gestation has been reported to modify offspring metabolism and health. Whether these effects are exacerbated when offspring is under high‐fat diet remains rather unclear. Our purpose was to evaluate the effect of maternal exercise before and during gestation on the offspring fed a high‐fat/high‐sucrose diet (HF), by assessing its body composition, pancreatic function and the energy substrates handling by two major glucose‐utilizing tissues: liver and muscle. Fifteen week‐old nulliparous female Wistar rats exercised 4 weeks before as well as during gestation at a constant submaximal intensity (TR) or remained sedentary (CT). At weaning, pups from each group were fed either a standard diet (TRCD or CTCD) or a high‐fat/high‐sucrose diet (TRHF or CTHF) for 10 weeks. Offspring from TR dams gained less weight compared to those from CT dams. Selected fat depots were larger with HF diet compared to CD but significantly smaller in TRHF compared to CTHF. Surprisingly, insulin secretion index was higher in islets from HF offspring compared to CD. TR offspring showed a higher muscle insulin sensitivity estimated by the pPKB/PKB ratio compared with CT offspring (+48%, P < 0.05). With CD, permeabilized isolated muscle fibres from TR rats displayed a lower apparent affinity constant (Km) for pyruvate and palmitoyl Co‐A as substrates compared to the CT group (−46% and −58% respectively, P < 0.05). These results suggest that maternal exercise has positive effects on young adult offspring body composition and on muscle carbohydrate and lipid metabolism depending on the nutritional status. This article is protected by copyright. All rights reserved