The World Health Organization determined cardiovascular disease to be the leading cause of death globally; atherosclerosis is the primary cause of the high morbidity and mortality rates. Regular physical activity is an effective strategy for maintaining endothelial health and function to prevent the development of atherosclerosis. Obesity is also a crucial risk factor for atherosclerotic progression in combination with various complications and systemic inflammation. Physiological homeostasis is modulated by the intestinal microbiota, but the mechanisms through which exercise attenuates atherosclerosis through the microbiota have not been elucidated. Therefore, we investigated the effects of endurance exercise on atherosclerosis induced by a Western diet (WD) and apolipoprotein E (ApoE) knockout in terms of microbiota parameters and metabolites. Genetically modified ApoE knockout mice (C57BL/6-Apoeem1Narl/Narl, ApoEKO) and wild-type mice (C57BL6/J) were divided into the following four groups (n = 6), namely, wild-type mice fed a chow diet (WT CD), ApoEKO mice fed a chow diet (ApoE CD), ApoEKO mice fed a WD (ApoE WD), and ApoEKO mice fed a WD and performing endurance exercise (ApoE WD EX), for a 12-week intervention. The WD significantly induced obesity and atherosclerotic syndrome in the ApoE WD group. Severe atherosclerotic lesions and arterial thickness were significantly elevated and accompanied by increases in VCAM-1, MCP-1, TNF-α, and IL-1β for immune cell chemotaxis and inflammation during atherosclerotic pathogenesis in the ApoE WD group. In addition, dysbiosis in the ApoE WD group resulted in the lowest short-chain fatty acid (SCFA) production. Endurance exercise intervention (ApoE WD EX) significantly alleviated atherosclerotic syndrome by reducing obesity, significantly inhibiting VCAM-1, MCP-1, TNF-α, and IL-1β expression, and increasing the production of SCFAs. Modulation of the microbiota associated with inflammation, such as Desulfovibrio, Tyzzerella, and Lachnospiraceae_ge, and increased SCFA production, particularly through an abundance of Rikenellaceae and Dubosiella, were also observed after exercise intervention. Endurance exercise can alleviate WD-induced atherosclerosis through the amelioration of obesity, inflammation, and chemotaxis signaling, which are modulated by the microbiota and derived SCFAs.