The efficacy of exercise as primary prevention of obesity is the subject of intense investigation. Here, we show that voluntary exercise in a mouse strain susceptible to diet-induced obesity (C57B6J) decreases fat mass and increases energy expenditure. In addition, exercise attenuates obesity in mice fed a high-fat diet (HFD). Using FosB immunoreactivity as a marker of chronic neuronal activation, we found that exercise activates leptin receptor-positive neurons in the ventromedial hypothalamic nucleus, involved in homeostatic control of energy balance. FosB immunoreactivity in the ventromedial hypothalamic nucleus is decreased in sedentary mice exposed to HFD but is increased in exercised mice independent of adiposity. To determine whether the antiobesity effects of voluntary exercise improve central nervous system (CNS) leptin action, we measured the anorectic and weight reducing effects of intracerebroventricular (ICV) leptin in sedentary and exercised mice exposed to HFD (EH), as well as in sedentary mice that have been calorie restricted (SR) to match the fat mass of EH mice. ICV leptin was ineffective in lowering food intake and body weight (BW) in sedentary mice exposed to HFD mice. The anorectic potency of leptin was partially restored in EH and SR groups. However, ICV leptin significantly lowered BW in EH but not SR mice. Thus, exercise leads to the maintenance of a lower BW and leaner composition, as well as to improved CNS leptin action, independent of fat mass. These results support the notion that physical exercise directly influences the responsiveness of the CNS circuits involved in energy homeostasis by allowing the defense of a lowered BW.