Moderate exercise enhances fish growth, although underlying physiological mechanisms are not fully known. Here we performed a proteomic and metabolic study in white (WM) and red (RM) muscle of gilthead sea bream juveniles swimming at 1.5 body lengths per second. Continuous swimming for four weeks enhanced fish growth without increasing food intake. Exercise affected muscle energy stores by decreasing lipid and glycogen contents in WM and RM, respectively. Protein synthesis capacity (RNA/protein), energy use (estimated by lipid-δ(13)C and glycogen-δ(13)C), and enzymatic aerobic capacity increased in WM, while protein turnover (expressed by δ(15)N-fractionation) did not change. RM showed no changes in any of these parameters. 2D-PAGE analysis showed that almost 15% of sarcoplasmic protein spots from WM and RM differed in response to exercise, most being over-expressed in WM and under-expressed in RM. Protein identification by MALDI-TOF/TOF-MS and LC-MS/MS revealed exercise-induced enhancement of several pathways in WM (carbohydrate catabolism, protein synthesis, muscle contraction, and detoxification) and under-expression of others in RM (energy production, muscle contraction, and homeostatic processes). The mechanism underpinning the phenotypic response to exercise sheds light on the adaptive processes of fish muscles, being the sustained-moderate swimming induced in gilthead sea bream achieved mainly by WM, thus reducing the work load of RM and improving swimming performance and food conversion efficiency.