Obesity-induced endoplasmatic reticulum (ER) stress has been demonstrated to underlie the induction of obesity-induced JNK and NF-κB activation inflammatory responses, and generation of peripheral insulin resistance. On the other hand, exercise has been used as a crucial tool in obese and diabetic patients, and may reduce inflammatory pathway stimulation. However, the ability of exercise training to reverse endoplasmatic reticulum stress in adipose and hepatic tissue in obesity has not been investigated in the literature. Here, we demonstrate that exercise training ameliorates ER stress and insulin resistance in DIO-induced rats. Rats were fed with standard rodent chow (3,948 kcal kg⁻¹) or high-fat diet (5,358 kcal kg⁻¹) for 2 months. After that rats were submitted to swimming training (1 h per day, 5 days for week with 5% overload of the body weight for 8 weeks). Samples from epididymal fat and liver were obtained and western blot analysis was performed. Our results showed that swimming protocol reduces pro-inflammatory molecules (JNK, IκB and NF-κB) in adipose and hepatic tissues. In addition, exercise leads to reduction in ER stress, by reducing PERK and eIF2α phosphorylation in these tissues. In parallel, an increase in insulin pathway signaling was observed, as confirmed by increases in IR, IRSs and Akt phosphorylation following exercise training in DIO rats. Thus, results suggest that exercise can reduce ER stress, improving insulin resistance in adipose and hepatic tissue.