Background and Aim: Whey protein has been known to be an excellent prophylactic agent against obesity. The aim of this study was to assess the effect of endurance training and whey protein supplementation on TNF-a levels and insulin resistance in the rats fed with high-fat diet.Materials and Methods: In the first phase of the study, 40 male Wistar rats were randomly assigned to two groups: one group was fed with standard chow (n=8) and the other group with high fat diet (HFD) (n=32). After 9 weeks, in the second phase of our study, HFD rats were randomly assigned to 4 groups: (1) control, (2) whey supplementation, (3) endurance training and (4) endurance training+whey supplementation groups. Each group consisted of 8 rats. Endurance training protocol was performed for 10 weeks (5days/wk, 1hr/day, 21m/min, and 15% grade). Data were analyzed by Mann–Whitney U test (to compare normal control group and control high-fat diet group) and two way ANOVA.Results: Body weight (P=0.009), adipose tissue (P=0.002), insulin resistance (P=0.045) and TNF-a level (P=0.022) were significantly higher in HFD sedentary rats, compared to those in the rats in normal diet control group. Adipose tissue weight (P=0.02), blood glucose (P=0.006), insulin (P=0.0003), insulin resistance index (P=0.00021), and TNF-a level in adipose tissue (P=0.039) in whey supplemented groups were lower than those in the non-supplemented groups. Also, body weight (P=0.017), adipose tissue weight (P=0.001), adipose tissue TNF-a level (P=0.001) in the training groups were lower than those in the control group.Conclusion: Whey protein supplementation led to improvement of high-fat diet -induced insulin resistance and decreased inflammation. Endurance training also reduced inflammation in adipose tissue.