Background and Objective: Exercise training is one of the strategies to deal with cellular damage caused by adipose tissue. The purpose of the present study was to investigate the effect of three different training modalities on blood lipid profile, Fetuin A and FGF-21 in visceral adipose tissue of high fat diet (HFD)-induced obese rats. Materials and Methods: 25 male Wistar rats were divided into 5 groups of 5: 1) control, 2) high fat diet (HFD), 3) moderate intensity continuous training (MICT), 4) high intensity continuous training (HICT), 5) High Intensity interval training (HIIT). Except for the control group, all rats underwent HFD for 12 weeks and then the rats in the training group received 5 sessions per week for 12 weeks. Fetuin-A and FGF-21 levels were measured by ELISA. Data were analyzed using Graph Pad Prism 6 and ANOVA and Tukey tests (P ≤ 0. 05). Results: Twelve weeks of HFD caused increased in cholesterol, triglyceride, LDL and decrease HDL, increase of insulin resistance, increase of Fetuin-A and decrease of FGF-21 in visceral adipose tissue. However, these changes were significant (P≤ 0. 05). In contrast, 12 weeks of MICT, HICT, and HIIT after HFD, significantly reduced cholesterol, triglyceride, LDL, and insulin resistance (P≤ 0. 05) and significantly increased in HDL and FGF-21 (P≤ 0. 05). Conclusion: It seems that, long-term exercise training, especially HIIT, is effective in improving lipid profile and controlling insulin resistance through positive regulation of visceral adipose tissue FGF-21. However, changes in Fetuin-A visceral fat with exercise training needs further study.