This study sought to evaluate the effects of a single session of exercise on the expression of Hsp70, of c-jun N-terminal kinase (JNK), and insulin receptor substrate 1 serine 612 (IRS(ser612)) phosphorylation in the skeletal muscle of obese and obese insulin-resistant patients. Twenty-seven volunteers were divided into three experimental groups (eutrophic insulin-sensitive, obese insulin-sensitive, and obese insulin-resistant) according to their body mass index and the presence of insulin resistance. The volunteers performed 60 min of aerobic exercise on a cycle ergometer at 60 % of peak oxygen consumption. M. vastus lateralis samples were obtained before and after exercise. The protein expressions were evaluated by Western blot. Our findings show that compared with paired eutrophic controls, obese subjects have higher basal levels of p-JNK (100 ± 23 % vs. 227 ± 67 %, p = 0.03) and p-IRS-1(ser612) (100 ± 23 % vs. 340 ± 67 %, p < 0.001) and reduced HSP70 (100 ± 16 % vs. 63 ± 12 %, p < 0.001). The presence of insulin resistance results in a further increase in p-JNK (460 ± 107 %, p < 0.001) and a decrease in Hsp70 (46 ± 5 %, p = 0.006), but p-IRS-1(ser612) levels did not differ from obese subjects (312 ± 73 %, p > 0.05). Exercise reduced p-JNK in obese insulin-resistant subjects (328 ± 33 %, p = 0.001), but not in controls or obese subjects. Furthermore, exercise reduced p-IRS-1(ser612) for both obese (122 ± 44 %) and obese insulin-resistant (185 ± 36 %) subjects. A main effect of exercise was observed in HSP70 (p = 0.007). We demonstrated that a single session of exercise promotes changes that characterize a reduction in cellular stress that may contribute to exercise-induced increase in insulin sensitivity.