Mitochondrial quality control and apoptosis have been described as key components in the pathogenesis of nonalcoholic steatohepatitis (NASH); exercise is recognized as a nonpharmacological strategy to counteract NASH-associated consequences. We aimed to analyze the effect of voluntary physical activity (VPA) and endurance training (ET) against NASH-induced mitochondrial permeability transition pore (mPTP) opening and mitochondrial and cellular quality control deleterious alterations. Forty-eight male Sprague–Dawley rats were divided into standard-diet sedentary (SS, n = 16), standard-diet VPA (n = 8), high-fat diet sedentary (HS, n = 16), and high-fat diet VPA (n = 8). After 9 weeks of diet treatment, half of the SS and HS groups were engaged in an ET program for 8 weeks, 5 days/week, 1 h/day. Liver mPTP susceptibility through osmotic swelling, mPTP-related proteins (cyclophilin D, Sirtuin3, Cofilin-1), markers of mitochondrial biogenesis ((mitochondrial transcription factor A (Tfam) and peroxisome proliferator-activated receptor gamma co-activator protein (PGC-1α)), dynamics (Mitofusin 1 (Mfn1), Mitofusin 2 (Mfn2), Dynamin related protein 1, and Optic atrophy 1)), auto/mitophagy (Beclin-1, microtubule-associated protein 1 light chain 3, p62, PINK1, and Parkin), and apoptotic signaling (Bax, Bcl-2) and caspases-like activities were assessed. HS animals showed an increased susceptibility to mPTP, compromised expression of Tfam, Mfn1, PINK1, and Parkin and an increase in Bax content (HS vs. SS). ET and VPA improved biogenesis-related proteins (PGC-1α) and autophagy signaling (Beclin-1 and Beclin-1/Bcl-2 ratio) and decreased apoptotic signaling (caspases 8 activity, Bax content, and Bax/Bcl-2 ratio). However, only ET decreased mPTP susceptibility and positively modulated Bcl-2, Tfam, Mfn1, Mfn2, PINK1, and Parkin content. In conclusion, exercise reduces the increased susceptibility to mPTP induced by NASH and promotes the increase of auto/mitophagy and mitochondrial fusion towards a protective phenotype.