Mounting evidence has shown that exercise exerts extensive beneficial effects, including preventing and protecting against chronic diseases, through improving metabolism and other mechanisms. Recent studies have shown that exercise preconditioning affords significant cardioprotective effects. However, whether exercise preconditioning improves high fat diet (HFD)-induced obesity and lipid metabolic disorder remains unknown. The study was aimed to explore the effects of exercise preconditioning on HFD-induced obesity and lipid metabolic disorder in mice. 4-week-old C57BL/6 mice were subjected to swimming or sedentary control for 3 months, and then were fed with normal diet (ND) or HFD for 4 more months. The results showed that the blood glucose was decreased, and the glucose tolerance and grip strength were increased in exercised mice after training. Exercise preconditioning failed to improve HFD-induced body weight gain, but improved HFD-induced glucose intolerance. Exercise preconditioning showed no significant effects on both exercise capacity and physical activity in ND- and HFD-fed mice. HFD feeding increased total cholesterol and low density lipoprotein (LDL) levels in circulation, promoted subcutaneous fat and epididymal fat accumulation in mice. Exercise preconditioning increased circulating high density lipoprotein (HDL) and decreased circulating LDL, without affecting the subcutaneous fat and epididymal fat in HFD-fed mice. HFD feeding increased liver weight and hepatic total cholesterol contents, and dysregulated the expressions of several mitochondria function-related proteins in mice. These abnormalities were partially reversed by exercise preconditioning. Together, these results suggest that exercise preconditioning can partially reverse the HFD-induced lipid metabolic disorder and hepatic dysfunction, and these beneficial effects of exercise sustain for a period of time, even after exercise is discontinued.