Heat treatment (HT) effectively prevents insulin resistance and glucose intolerance in rats fed a high-fat diet (HFD). The positive metabolic actions of heat shock protein 72 (HSP72), which include increased oxidative capacity and enhanced mitochondrial function, underlie the protective effects of HT. The purpose of this study was to test the ability of HSP72 induction to mitigate the effects of consumption of a short-term 3-day HFD in rats selectively bred to be low-capacity runners (LCRs) and high-capacity runners (HCRs)—selective breeding that results in disparate differences in intrinsic aerobic capacity. HCR and LCR rats were fed a chow or HFD for 3 days and received a single in vivo HT (41°C, for 20 min) or sham treatment (ST). Blood, skeletal muscles, liver, and adipose tissues were harvested 24 h after HT/ST. HT decreased blood glucose levels, adipocyte size, and triglyceride accumulation in liver and muscle and restored insulin sensitivity in glycolytic muscles from LCR rats. As expected, HCR rats were protected from the HFD. Importantly, HSP72 induction was decreased in LCR rats after only 3 days of eating the HFD. Deficiency in the highly conserved stress response mediated by HSPs could underlie susceptibility to metabolic disease with low aerobic capacity.