We investigate the effects of aerobic exercise training (AET) on the thermogenic response, substrate metabolism and renin angiotensin system (RAS) in the subcutaneous white adipose tissue (SC-WAT) of mice fed cafeteria diet (CAF). Male C57BL/6J mice were assigned into groups CHOW-SED (chow diet, sedentary; n = 10), CHOW-TR (chow diet, trained; n = 10), CAF-SED (CAF, sedentary; n = 10) and CAF-TR (CAF, trained; n = 10). AET consisted in running sessions of 60 min at 60% of maximal speed, five days per week for eight weeks. The CAF-SED group showed higher body weight and adiposity, glucose intolerance and insulin resistance (IR), while AET prevented such damages in CAF-TR group. AET reduced the p-AKT/t-AKT ratio and increased ATGL expression in CHOW-TR and CAF-TR groups and increased t-HSL and p-HSL/t-HSL ratio in CAF-TR. AET prevented adipocyte hypertrophy in CAF-TR group and increased UCP-1 protein expression only in CHOW-TR. Serum ACE2 increased in CHOW-TR and CAF-TR groups, and Ang (1-7) increased in the CHOW-TR group. In the SC-WAT, CAF-TR group increased the expression of AT1, AT2 and Mas receptors, whereas CHOW-TR increased Ang (1-7) and Ang (1-7)/Ang II ratio in SC-WAT. No changes were observed in ACE and Ang II. Positive correlations were observed between UCP-1 and kITT (r = 0.6), between UCP-1 and Ang (1-7) concentration (r = 0.6), and between UCP-1 and Ang (1-7)/Ang II ratio (r = 0.7). In conclusion, the AET prevented obesity and IR, reduced insulin signaling proteins and increased lipolysis signaling proteins in the SC-WAT. In addition, the CAF diet precludes the AET-induced thermogenic response and the partial modulation of the RAS suggests that the protective effect of AET against obesity and IR could not be associated with SC-WAT RAS.