Key points A paternal high‐fat diet/obesity before mating can negatively influence the metabolism of offspring. Exercise only early in life has a remarkable effect with respect to reprogramming adult rat offspring exposed to detrimental insults before conception. Exercise only early in life normalized adult whole body and muscle insulin resistance as a result of having a high‐fat fed/obese father. Unlike the effects on the muscle, early exercise did not normalize the reduced adult pancreatic beta cell mass as a result of having a high‐fat fed/obese father. Early‐life exercise training may be able to reprogram an individual whose father was obese, inducing long‐lasting beneficial effects on health. Abstract A paternal high‐fat diet (HFD) impairs female rat offspring glucose tolerance, pancreatic morphology and insulin secretion. We examined whether only 4 weeks of exercise early in life could reprogram these negative effects. Male Sprague–Dawley rats consumed a HFD for 10 weeks before mating with chow‐fed dams. Female offspring remained sedentary or performed moderate intensity treadmill exercise (5 days week−1, 60 min day−1, 20 m min−1) from 5 to 9 weeks of age. Paternal HFD impaired (P < 0.05) adult offspring whole body insulin sensitivity (i.p. insulin sensitivity test), as well as skeletal muscle ex vivo insulin sensitivity and TBC1D4 phosphorylation. It also lowered β‐cell mass and reduced in vivo insulin secretion in response to an i.p. glucose tolerance test. Early‐life exercise in offspring reprogrammed the negative effects of a paternal HFD on whole body insulin sensitivity, skeletal muscle ex vivo insulin‐stimulated glucose uptake and TBC1D4 phosphorylation and also increased glucose transporter 4 protein. However, early exercise did not normalize the reduced pancreatic β‐cell mass or insulin secretion. In conclusion, only 4 weeks of exercise early in life in female rat offspring reprograms reductions in insulin sensitivity in adulthood caused by a paternal HFD without affecting pancreatic β‐cell mass or insulin secretion.