The effects of a cafeteria diet on body weight gain, food intake, resting metabolic rate (RMR) and the thermic effect of food (TEF) were compared in female Charles River albino rats that were either sedentary or exercise-trained. The food intakes of the exercise-trained rats on the cafeteria diet were increased to the same degree as those of the sedentary rats, however, they gained less body weight and body fat than sedentary controls. The exercise training increased RMR independent of diet, but differentially increased TEF in rats given the cafeteria diet. Conversely, sedentary rats on the cafeteria diet had significantly lower RMR, but their TEF were not different from control animals on lab chow. Thus, in addition to the direct cost of the exercise, training increased thermogenesis (RMR and TEF) which also helped prevent the dietary obesity which normally occurs with cafeteria diets.