The composition of the preexercise food intake is known to affect substrate utilization during exercise and thus can affect long-term changes in body weight and composition. These parameters were measured in male rats exercised 2 h daily over 5 wk, either in the fasting state or 1 h after they ingested a meal enriched with glucose (Glc), whole milk protein (WMP), or alpha-lactalbumin-enriched whey protein (CPalphaL). Compared with fasting, the Glc meal increased glucose oxidation and decreased lipid oxidation during and after exercise. In contrast, the WMP and CPalphaL meals preserved lipid oxidation and increased protein oxidation, the CPalphaL meal increasing protein oxidation more than the WMP meal. At the end of the study, body weight was larger in the WMP-, Glc-, and CPalphaL-fed rats than in the fasted ones. This resulted from an increased fat mass in the WMP and Glc rats and to an increased lean body mass, particularly muscles, in the CPalphaL rats. We conclude that the potential of the CPalphaL meal to preserve lipid oxidation and to rapidly deliver amino acids for use during exercise improved the efficiency of exercise training to decrease adiposity.