Obesity increases the risk of glucose intolerance (GI) and diabetes. Physical training (PT) has been recommended to prevention and treatment of obesity and GI. We investigated the role of adipose tissue to prevents GI by PT. Male C57BL/6J mice were assigned into chow‐fed controls (C, n=10), cafeteria diet (CAF, n=10), chow‐fed trained (TR, n=13), and cafeteria diet plus trained (CAF‐TR, n=12). PT was performed simultaneously with diet and consisted of 8‐wk running session of 60 min at 60% of maximal speed, 5 days/wk. After PT, TR and CAF‐TR increased exercise tolerance and showed lower BW compared to C and CAF (p<0,05). Retroperitoneal and periepydidimal fat pads were higher in CAF than C and TR (p<0,05), and lower in TR than CAF‐TR (p<0,05). Adipocyte diameter, BW gain and daily food intake increased only in CAF (p<0,05), which were counteracted by PT in CAF‐TR. Resting oxygen uptake and insulin did not change. Before PT fasting glycemia and intraperitoneal glucose tolerance test response were similar among groups, however after PT the CAF group showed hyperglycemia compared to C and TR (p<0,05) and glucose intolerance compared to others groups (p<0,05). Lipolytic activity increased in CAF (5607,2±723,6 nmol/106cels/h) compared to C and TR (2167,2±601,6 and 2549,5±398,6 nmol/106cels/h, respectively, p<0,05). In conclusion, PT prevents GI and this response is associated with reduced adipose tissue and BW.