Obesity is one of the dramatic health issues affecting developed and developing nations, and exercise is a well-established intervention strategy. While exercise-by-genotype interactions have been shown in humans, overall little is known. Using the natural negative geotaxis of Drosophila melanogaster, an important model organism for the study of genetic interactions, a novel exercise machine, the TreadWheel, can be used to shed light on this interaction. The mechanism for inducing exercise with the TreadWheel is inherently gentle, thus minimizing possible confounding effects of other stressors. Using this machine, we were able to assess large cohorts of adult flies from eight genetic lines for their response to exercise after one week of training. We measured their triglyceride, glycerol, protein, glycogen, glucose content, and body weight, as well as their climbing ability and feeding behavior in response to exercise. Exercised flies showed decreased stored triglycerides, glycogen, and body weight, and increased stored protein and climbing ability. In addition to demonstrating an overall effect of TreadWheel exercise on flies, we found significant interactions of exercise with genotype, sex, or genotype-by-sex effects for most of the measured phenotypes. We also observed interaction effects between exercise, genotype, and tissue (abdomen or thorax) for metabolite profiles, and those differences can be partially linked to innate differences in the flies' persistence in maintaining activity during exercise bouts. In addition, we assessed gene expression levels for a panel of 13 genes known to be associated with respiratory fitness and found that many responded to exercise. With this study, we have established the TreadWheel as a useful tool to study the effect of exercise in flies, shown significant genotype-specific and sex-specific impacts of exercise, and have laid the ground work for more extensive studies of how genetics, sex, environment, and aging interact with exercise to influence metabolic fitness in Drosophila.