Exercise is among the most effective interventions for age-associated mobility decline and metabolic dysregulation. Although long-term endurance exercise promotes insulin sensitivity and expands respiratory capacity, genetic components and pathways mediating the metabolic benefits of exercise have remained elusive. Here, we show that Sestrins, a family of evolutionarily conserved exercise-inducible proteins, are critical mediators of exercise benefits. In both fly and mouse models, genetic ablation of Sestrins prevents organisms from acquiring metabolic benefits of exercise and improving their endurance through training. Conversely, Sestrin upregulation mimics both molecular and physiological effects of exercise, suggesting that it could be a major effector of exercise metabolism. Among the various targets modulated by Sestrin in response to exercise, AKT and PGC1α are critical for the Sestrin effects in extending endurance. These results indicate that Sestrin is a key integrating factor that drives the benefits of chronic exercise to metabolism and physical endurance.