We investigate the effect of electroacupuncture (EA) on protecting the weight gain side effect of rosiglitazone (RSG) in type 2 diabetes mellitus (T2DM) rats and its possible mechanism in central nervous system (CNS). Our study showed that RSG (5 mg/kg) significantly increased the body weight and food intake of the T2DM rats. After six-week treatment with RSG combined with EA, body weight, food intake, and the ratio of IWAT to body weight decreased significantly, whereas the ratio of BAT to body weight increased markedly. HE staining indicated that the T2DM-RSG rats had increased size of adipocytes in their IWAT, but EA treatment reduced the size of adipocytes. EA effectively reduced the lipid contents without affecting the antidiabetic effect of RSG. Furthermore, we noticed that the expression of PPARγ gene in hypothalamus was reduced by EA, while the expressions of leptin receptor and signal transducer and activator of transcription 3 (STAT3) were increased. Our results suggest that EA is an effective approach for inhibiting weight gain in T2DM rats treated by RSG. The possible mechanism might be through increased levels of leptin receptor and STAT3 and decreased PPARγ expression, by which food intake of the rats was reduced and RSG-induced weight gain was inhibited.