The purpose of this study is to investigate the effects of eight weeks high fat intake and regular exercise in skeletal muscle and adipose tissue for Endoplasmic Reticulum (ER) stress in rats. This experiment involved 32 subjects (sprague-dawley rats) divided into four groups as follows: chow group (Chow, n = 8), chow and exercise group (Chow + EX, n = 8), high fat diet-induced hyperlipidemia group (HF, n = 8), and HF and exercise group (HF + EX, n = 8). As a result, there were significant decrease in body weight and abdominal fat, and blood lipid level was significantly improved by exercise for eight weeks (p < .05). There were variables changed about the skeletal muscle and ER stress in GRP78, XBP-1, ATF4, CHOP and JNK mRNA. There increased in mRNA factor by exercise, especially GRP78, and ATF4 mRNA were significantly increased in exercise (p < .05). However, there were increased in adipose tissue by exercise and there were significantly decreased in mRNA factor by high fat diet (p < .05). Consequently, this study suggests that the consistent exercise was more improved of obesity factor, such as dyslipidemia, hyperlipidemia, hyperglycemia, as well as body weight or abdominal fat. The response of ER stress in adipose tissue and skeletal muscle were more sensitive in exercise than high fat diet feed.