While most rats gain weight when placed on a high-fat diet (HFD), some strains resist HFD-induced weight gain. To maintain weight, obesity-resistant (OR) rats must either eat less than obesity-prone (OP) rats or increase total energy expenditure (TEE). To determine if changes in TEE predispose to or protect from weight gain, energy expenditure, energy intake, and weight gain were measured in male and female OP and OR rats consuming a low-fat diet (LFD) and for 5 days after switching to a HFD. After 5 days on a HFD, OP rats gained significantly more weight (male: 42.8 ± 6.9 g, female: 25.5 ± 3.0 g) than their OR counterparts (male: 24.0 ± 7.5 g, female: 13.7 ± 1.4 g). Both male and female rats significantly increased their energy intake when transitioned to the HFD, and TEE increased modestly in all groups. Compared with female OP rats, female OR rats had a significantly greater increase in TEE on the HFD. This was due to an increase in both resting and nonresting energy expenditure. In contrast, the effect of the HFD in males was minor. TEE was also measured in female rats consuming a HFD, pair fed to LFD calories. The increase in TEE of pair-fed female OR rats was substantially less than what was seen in the HFD ad libitum condition. Physical activity was also measured in female rats. There was no evidence that increases in physical activity were the cause of the increased TEE seen in female OR rats consuming a HFD. These results suggest that resistance to HFD-induced weight gain in female OR rats may be due in part to an increase in TEE and a greater reliance on lipid as an energy source. Changes in TEE appear to be triggered by overconsumption of the HFD and not simply the diet composition.