A high-calorie diet accompanied by low levels of physical activity (PA) accounts for the widespread prevalence of obesity today. Yet, some people remain lean even in this obesogenic environment. Here, we investigate the cause for this exception. A key trait that predicts high PA in both humans and laboratory rodents is intrinsic aerobic capacity. Rats artificially selected as high capacity runners (HCR) are lean and consistently more physically active than their low- capacity runner (LCR) counterparts; this applies to both males and females. Here, we demonstrate that HCR show heightened total energy expenditure (TEE) and hypothesize that this is due to higher non-resting energy expenditure (NREE). After matching for body weight and lean mass, female HCR consistently had heightened non-resting EE, but not resting EE, compared to female LCR. Because of the dominant role of skeletal muscle in non-resting EE, we examined muscle energy use. We found that lean female HCR had higher muscle heat dissipation during activity, explaining their low economy of activity and high activity EE. This may be due to the amplified skeletal muscle expression levels of proteins involved in EE, and reduced expression levels of proteins involved in energy conservation, in HCR relative to LCR. This is also associated with an increased sympathetic drive to skeletal muscle in HCR compared to LCR. We find little support for the hypothesis that resting metabolic rate is correlated with maximal aerobic capacity if body size and composition are fully considered; rather, the critical factor appears to be activity thermogenesis.