Calorie restriction (CR) decreases adiposity, but the magnitude and defense of weight loss is less than predicted due to reductions in total daily energy expenditure (TEE). The purpose of the current investigation was to determine whether high-intensity interval training (HIIT) would increase markers of sympathetic activation in white adipose tissue (WAT) and rescue CR-mediated reductions in EE to a greater extent than moderate-intensity aerobic exercise training (MIT). Thirty-two 5-wk-old male C57BL/6J mice were placed on ad libitum HFD for 11 wk, followed by randomization to one of four groups (n = 8/group) for an additional 15 wk: 1) CON (remain on HFD), 2) CR (25% lower energy intake), 3) CR + HIIT (25% energy deficit created by 12.5% CR and 12.5% EE through HIIT), and 4) CR + MIT (25% energy deficit created by 12.5% CR and 12.5% EE through MIT). Markers of adipose thermogenesis (Ucp1, Prdm16, Dio2, and Fgf21) were unchanged in either exercise group in inguinal or epididymal WAT, whereas CR + HIIT decreased Ucp1 expression in retroperitoneal WAT and brown adipose tissue. HIIT rescued CR-mediated reductions in lean body mass (LBM) and resting energy expenditure (REE), and both were associated with improvements in glucose/insulin tolerance. Improvements in glucose metabolism in the CR + HIIT group appear to be linked to a molecular signature that enhances glucose and lipid storage in skeletal muscle. Exercise performed at either moderate or high intensity does not increase markers of adipose thermogenesis when performed in the presence of CR but remodels skeletal muscle metabolic and thermogenic capacity.