The fat–muscle communication regulates metabolism and involves circulating signals like adiponectin. Modulation of this cross-talk could benefit muscle bioenergetics and exercise tolerance in conditions like obesity. Chronic daily intake of exogenous glucocorticoids produces or exacerbates metabolic stress, often leading to obesity. In stark contrast to the daily intake, we discovered that intermittent pulses of glucocorticoids improve dystrophic muscle metabolism. However, the underlying mechanisms, particularly in the context of obesity, are still largely unknown. Here we report that in mice with diet-induced obesity, intermittent once-weekly prednisone increased total and high-molecular weight adiponectin levels and improved exercise tolerance and energy expenditure. These effects were dependent upon adiponectin, as shown by genetic ablation of the adipokine. Upregulation of Adipoq occurred through the glucocorticoid receptor (GR), as this effect was blocked by inducible GR ablation in adipocytes. The treatment increased the muscle metabolic response of adiponectin through the CAMKK2–AMPK cascade. Our study demonstrates that intermittent glucocorticoids produce healthful metabolic remodeling in diet-induced obesity.