The prevalence of obesity is increasing. Although the etiology of obesity is complex, dietary factors, particularly the consumption of a high-fat diet, is considered a risk factor for its development. Physically activity, in contrast, is an important factor for preventing and treating obesity. The aim of our study was to investigate the effect of treadmill exercise on plasma lipids profile and leptin concentrations in high-fat fed rats. Male Sprague Dawley rats were assigned into four groups: the control group, the normal diet group, the high-fat diet group, and the high-fat diet and exercise group. High-fat diet groups were fed a diet with 45% fat and 30% carbohydrate, while the control groups were fed a diet with 4% fat and 70% carbohydrate. Animals of the exercise groups were made to run on a treadmill 60min, 6 days per week for 6 weeks. At the end of 6 weeks, weight gain, plasma lipids, and leptin was measured. The high-fat diet caused increases in body weight gain, serum triglycerides, LDL, and leptin levels. The exercise attenuated body weight gain, serum cholesterol, triglycerides, LDL, and leptin levels under condition of the high-fat diet as well as the normal diet. Those results indicate that exercise improves plasma lipids and leptin under normal diet and suppresses the high-fat diet-induced increase in leptin levels, suggesting its potential in the treatment of abnormal lipids and leptin changes associated with abnormal lipid metabolism.