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 hr/day, 5 days/week) for four weeks. Twenty-four hours after the final bout of exercise, mice were provided with a high fat diet (60% kcal from lard) for four days, with no further exercise. In mice fed the high fat diet prior exercise training resulted in 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 to sedentary mice fed the high fat diet. When ad libitum fed sedentary mice were compared to 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 to sedentary mice when challenged with a high fat diet. Although mitochondrial enzymes in white adipose tissue and UCP-1 protein content in brown adipose tissue were increased in previously exercised compared to 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.