Dietary-associated diseases have increased tremendously in our current population, yet key molecular changes associated with high-fat diets that cause clinical prediabetes, obesity, hyperglycemia, and peripheral neuropathy remain unclear. This study examines molecular and metabolic aspects altered by voluntary exercise and a high-fat diet in the mouse dorsal root ganglion. Mice were examined for changes in mRNA and proteins encoding anti-inflammatory mediators, metabolic-associated molecules, and pain associated ion channels. Proteins involved in the synaptosomal complex and pain associated TRP ion channels decrease in the dorsal root ganglion of high-fat exercise animals relative to their sedentary controls. Exercise reversed high-fat diet induced mechanical allodynia without affecting weight gain, elevated blood glucose, and utilization of fat as a fuel source. Independent of weight or fat mass changes, high-fat exercised mice display reduced inflammation associated mRNAs. The benefits of exercise on abnormal peripheral nerve function appear to occur independent of systemic metabolic changes, suggesting that the utilization of fats and inflammation in the peripheral nervous system may be key for diet-induced peripheral nerve dysfunction and the response to exercise.