Energy-dense food consumption and lack of physical activity are implicated in the development of the current obesity epidemic. The role of estrogen in adiposity and fuel partitioning is mediated mainly though the estrogen receptor alpha (ER alpha) isoform. We hypothesized that nutritional adaptation and exercise training, either individually or combined, could impact ER alpha expression in adipose tissue relative to glucose tolerance. Seventy-two Wistar rats were submitted to a high-fat, high-sucrose (HF-HS) diet for 16 weeks. The first phase of our study was to investigate the effect of an HF-HS diet on whole-body glucose tolerance, as well as on body composition and ER alpha expression in different adipose tissues. Second, we investigated the effect of switching to a well-balanced diet, with or without exercise training for 8 weeks, on those same parameters. After the first part of this study, HF-HS fed rats were fatter (8%) than control rats. Despite a decrease in glucose tolerance, ER alpha expression in adipose tissues was not significantly altered by an HF-HS diet. The return to a well-balanced diet significantly increased ER alpha expression in perirenal and epididymal adipose tissue, but there was no effect of diet or exercise training on whole-body glucose tolerance. The present findings suggest that diet is a powerful modulator of ER alpha expression in adipose tissue, as nutritional modulation after an HF-HS diet strongly affects ERa expression, particularly in perirenal and epididymal adipose tissue. However, ERa expression in adipose tissue does not appear to be associated with whole-body glucose tolerance.