Physical activity is an important contributor to muscle adaptation and metabolic health. Growth differentiation factor 15 (GDF15) is established as cellular and nutritional stress-induced cytokine but its physiological role in response to active lifestyle or acute exercise is unknown. Here, we investigated the metabolic phenotype and circulating GDF15 levels in lean and obese male C57Bl/6J mice with long-term voluntary wheel running (VWR) intervention. Additionally, treadmill running capacity and exercise-induced muscle gene expression was examined in GDF15-ablated mice. Active lifestyle mimic via VWR improved treadmill running performance and, in obese mice, also metabolic phenotype. The post-exercise induction of skeletal muscle transcriptional stress markers was reduced by VWR. Skeletal muscle GDF15 gene expression was very low and only transiently increased post-exercise in sedentary but not in active mice. Plasma GDF15 levels were only marginally affected by chronic or acute exercise. In obese mice, VWR reduced GDF15 gene expression in different tissues but did not reverse elevated plasma GDF15. Genetic ablation of GDF15 had no effect on exercise performance but augmented the post exercise expression of transcriptional exercise stress markers (Atf3, Atf6, and Xbp1s) in skeletal muscle. We conclude that skeletal muscle does not contribute to circulating GDF15 in mice, but muscle GDF15 might play a protective role in the exercise stress response.