Abstract Background High-fat diet (HFD)-induced obesity causes immune cells to infiltrate adipose tissue, leading to chronic inflammation and metabolic syndrome. Brown adipose tissue (BAT) can dissipate the energy produced by lipid oxidation as heat, thereby counteracting obesity. Aerobic exercise activates BAT, but the specific underlying mechanism is still unclear. Methods Male C57BL/6 J mice were divided into a normal diet control group (NC group) and HFD group (H group). After becoming obese, the animals in the H group were subdivided into a control group (HC group) and an exercise group (HE group, with treadmill training). After 4 weeks, the mRNA profile of BAT was determined, and then differentially expressed key genes and pathways were verified in vitro. Results Relative to the NC group, the genes upregulated in the HC group coded mainly for proteins involved in immune system progression and inflammatory and immune responses, while the downregulated genes regulated lipid metabolism and oxidation–reduction. Relative to the HC group, the genes upregulated in the HE group coded for glycolipid metabolism, while those that were downregulated were involved in cell death and apoptosis. VEGF and other signaling pathways were enhanced by aerobic exercise. Interaction analysis revealed that the gene encoding cyclooxygenase 2 (COX2) of the VEGF signaling pathway is central to this process, which was verified by a sympathetic activator (isoprenaline hydrochloride) and COX2 inhibitor (NS-398). Conclusions In mice with HFD-induced obesity, four weeks of aerobic exercise elevated BAT mass and increased the expression of genes related to glycolipid metabolism and anti-inflammatory processes. Several pathways are involved, with COX2 in the VEGF signaling pathway playing a key role.