Exercise training improves obesity-induced metabolic diseases through regulation of adipokines. Previous studies have shown that adipocyte-spexin participates in metabolic diseases such as obesity and diabetes via the modulation of energy homeostasis and insulin resistance. The objective of this research was to investigate the effects of swimming exercise on the levels of adipocyte-spexin and the underlying mechanisms. The normal chow diet (NC)-fed and high-fat diet (HFD)-fed mice were divided into exercise or sedentary groups. The expression and secretion of spexin in adipose tissue were assessed by quantitative real-time PCR and ELISA. The present findings uncovered the effect of exercise-induced spexin expression in the adipose tissue of obese mice. Besides, chronic exercise-induced upregulation of adipose spexin may be mediated by COUP-TF2 and KLF9. In addition, constant-moderate intensity exercise increased the levels of GLUT4, SIRT1 and PGC-1α in the skeletal muscles of mice. These results suggest that spexin is a potential mediator for exercise to ameliorate obesity-induced insulin resistance, namely, the beneficial effect of exercise on insulin sensitivity is at least partly mediated by spexin. Thus, exercise restores spexin production and release, which increases insulin sensitivity and maintains metabolic balance in the adipose tissues of HFD-induced obese mice.