MicroRNAs are a family of small, non-coding RNAs that regulate gene expression in a sequence-specific manner. Estrogen-related receptor α (ERRα) is an orphan nuclear receptor which plays an important role in adipocyte differentiation. Our previous Solexa sequencing results indicated a high expression of miR-125a in adult pig backfat. In this study, we predicated and experimentally validated ERRα as a target of miR-125a. To explore the role of miR-125a in porcine preadipocytes differentiation, miRNA agomir and antagomir were used to perform miR-125a overexpression or knockdown, respectively. Our results showed that overexpression of miR-125a could dramatically reduce the mRNA expression of adipogenic markers PPARγ, LPL, and aP2, as well as its target gene ERRα. Western blotting showed the protein level of aP2 and ERRα was also significantly down-regulated. The overexpression of miR-125a also led to a notable reduction in lipid accumulation which was detected by Oil Red O staining. In contrast, we observed promoted differentiation of porcine preadipocytes upon miR-125a inhibition. In conclusion, we verified miR-125a inhibits porcine preadipocytes differentiation through targeting ERRα for the first time, which may provide new insights in pork quality improvement and obesity control.