Many studies have demonstrated that DNA damage may be associated with type 2 diabetes mellitus (T2DM) and its complications. The goal of this study was to evaluate the effects of the potential relationship between fat (thermolyzed) intake, glucose dyshomeostasis and DNA injury in rats. Biochemical parameters related to glucose metabolism (i.e., blood glucose levels, insulin tolerance tests, glucose tolerance tests and fat cell glucose oxidation) and general health parameters (i.e., body weight, retroperitoneal and epididymal adipose tissue) were evaluated in rats after a 12-month treatment with either a high fat or a high thermolyzed fat diet. The high fat diet (HFD) and high fat thermolyzed diet (HFTD) showed increased body weight and impaired insulin sensitivity at the studied time-points in insulin tolerance test (ITT) and glucose tolerance test (GTT). Interestingly, only animals subjected to the HFTD diet showed decreased epididymal fat cell glucose oxidation. We show which high fat diets have the capacity to reduce glycogen synthesis by direct and indirect pathways. HFTD promoted an increase in lipid peroxidation in the liver, demonstrating significant damage in lipids in relation to other groups. Blood and hippocampus DNA damage was significantly higher in animals subjected to HFDs, and the highest damage was observed in animals from the HFTD group. Striatum DNA damage was significantly higher in animals subjected to HFDs, compared with the control group. These results show a positive correlation between high fat diet, glucose dyshomeostasis, oxidative stress and DNA damage.