Lifestyle-related diseases are associated with overeating and lack of exercise. The purpose of this study was to investigate the effect of exercise and high-fat diet on plasma adiponectin and nesfatin levels. Mice were housed for 4 weeks in 4 groups, which included the non-exercise and normal diet (SN), exercise and normal diet (EN), non-exercise and high-fat diet (SF) and the exercise and high-fat diet (EF) group. The mice in the exercise groups were housed in cages with a running wheel and were subjected to voluntary exercise. The food intake (Kcal) of the mice in the exercise groups increased compared to that of the mice in the non-exercise groups (P<0.01). Body weight and visceral fat decreased in the mice in the EF group compared to the mice in the SF group (P<0.01 and P<0.05). The temperature of the mice in the EF group increased compared to that of the mice in the SN group (P<0.05). Blood glucose, insulin (P<0.01), cholesterol (P<0.01) and triglyceride concentrations (P<0.01) increased in the SF group compared to the normal diet groups. Furthermore, plasma insulin and cholesterol concentrations increased in the SF group compared to the exercise groups (P<0.01). Plasma adiponectin and nesfatin-1 levels in the SF group decreased compared to the SN group (P<0.05). Exercise under a high-fat diet antagonized the significant decrease in the nesfatin-1 level. Exercise together with a high-fat diet affected the plasma levels of adiponectin and nesfatin. It is therefore suggested that exercise together with a high-fat diet can affect various diseases via adiponectin and nesfatin.