Pioglitazone (Pio) and swimming exercise (SE) are insulin sensitisers. This investigation was suggested because of the significant side effects associated with Pio treatment in metabolic syndrome (MetS). This study was, therefore, designed to investigate the preventive role of Pio treatment and SE in terms of efficiency and pathological changes in MetS in a rat model. Sixty male Sprague-Dawley rats were distributed equally among 6 groups: (i) control group (C), (ii) exercised control group (C+E), (iii) Pio-treated control group (C+Pio), (iv) group with MetS, (v) group with MetS treated with Pio (MetS+Pio), and (vi) exercised MetS group (MetS+E). Systolic blood pressure and heart rate were measured at the end of the experiments (16 weeks). Retro-orbital blood samples were used to determine the serum levels of glucose, insulin, lipids, gamma glutamyl transferase, alanine transaminase, aspartate transaminase, alkaline phosphatase, fetuin-A, and adiponectin. Semiquantitative reverse transcriptase - PCR insulin gene expression assays and hepatic histopathological examination were conducted. Swimming exercise significantly improved all of the aforementioned parameters, more so than the Pio treatment. In particular, the serum hepatic enzyme levels and hepatic histopathological changes were improved compared with the MetS group. These results suggested that swimming exercise might be an alternative physiological preventive tool against hepatic dysfunction to avoid the side effects associated with Pio treatment, and this could be demonstrated in a rat model of metabolic syndrome.