High-fat diet (HFD) increases fatty acid oxidation in skeletal muscles. We hypothesized that this leads to increased oxygen demand and thus to increased capillarization. We determined the effects of high-fat diet on capillarization and angiogenic factors in skeletal muscles of mice that were either active or sedentary. Fifty-eight C57BL/6 J mice were divided into four groups: low-fat diet sedentary (LFS), low-fat diet active (LFA), high-fat diet sedentary (HFS), and high-fat diet active (HFA). The mice in active groups were housed in cages with running wheels and the sedentary mice were housed in similar cages without running wheels. After 19 weeks HFS, LFA and HFA had higher capillary density and capillary-to-fiber-ratio in quadriceps femoris muscles than LFS. Capillarization was similar in HFS and HFA. To reveal possible mechanisms of HFD induced angiogenesis, we measured protein and mRNA levels of angiogenic factors VEGF-A, HIF-1α, PGC-1α and ERRα. VEGF-A protein levels were higher in muscles of HFS, LFA and HFA compared to LFS. However, no significant differences were observed between HFA and HFS. Protein levels of HIF-1α, PGC-1α, and ERRα were similar in all groups. However, the mRNA expression of HIF-1α and VEGF-A was up-regulated in capillaries but not in muscle fibers of HFS. The sedentary and active mice groups had similar mRNA expression levels of angiogenesis regulators studied. We conclude that high-fat feeding induces angiogenesis in skeletal muscle and up-regulates the gene expression of HIF-1α and VEGF-A in capillaries.