Pigment epithelium-derived factor (PEDF) plays an important role in insulin resistance (IR). The study aims to investigate the effect of rosiglitazone, an insulin sensitizer, on PEDF production and release both in vivo and in vitro. Male SD rats were divided into normal control group, high-fat group, and rosiglitazone group. Hyperinsulinemic euglycemic clamp was performed to evaluate insulin sensitivity. IR models of 3T3-L1 adipocytes and HepG2 cells were established by the hyperinsulinemic method. Glucose uptake was examined to validate IR of adipocytes, and phosphorylation of protein kinase B and glycogen synthesis kinase 3β were examined to validate IR of HepG2 cells. Rosiglitazone, 2-chloro-5-nitro-N-phenylbenzamide (GW9662, an inhibitor of peroxisome proliferator-activated receptor-γ), and compound C (inhibitor of AMP-activated protein kinase [AMPK]) were used for the in vitro intervention. In vivo, the high-fat group showed increased serum PEDF levels, which negatively correlated with insulin sensitivity, whereas the rosiglitazone treatment decreased the serum PEDF and down-regulated PEDF expression in fat and liver of the obese rats, concomitant with significantly enhanced insulin sensitivity. In vitro, the IR cells showed increased PEDF secretion and expression, whereas rosiglitazone lowered PEDF secretion and expression, accompanied with increased insulin sensitivity. Interestingly, combination with 2-chloro-5-nitro-N-phenylbenzamide did not influence the effect of rosiglitazone on PEDF. However, rosiglitazone stimulated AMPK phosphorylation in fat and liver of the obese rats, whereas in vitro, when combined with compound C, the effect of rosiglitazone on PEDF was abrogated. In summary, rosiglitazone inhibits the expression and secretion of PEDF in fat and liver via promoting AMPK phosphorylation rather than peroxisome proliferator-activated receptor-γ, and changes of PEDF induced by rosiglitazone are closely associated with IR improvement.