Though obesity is common, some people remain resistant to weight gain even in an obesogenic environment. The propensity to remain lean may be partly associated with high endurance capacity along with high spontaneous physical activity and the energy expenditure of activity, called non-exercise activity thermogenesis (NEAT). Previous studies have shown that highcapacity running rats (HCR) are lean compared to low-capacity runners (LCR), which are susceptible to cardiovascular disease and metabolic syndrome. Here, we examine the effect of diet on spontaneous activity and NEAT, as well as potential mechanisms underlying these traits, in rats selectively bred for high or low intrinsic aerobic endurance capacity. Compared to LCR, HCR were resistant to the sizeable increases in body mass and fat mass induced by a high-fat diet; HCR also had lower levels of circulating leptin. HCR were consistently more active than LCR, and had lower fuel economy of activity, regardless of diet. Nonetheless, both HCR and LCR showed a similar decrease in daily activity levels after high-fat feeding, as well as decreases in hypothalamic orexin-A content. The HCR were more sensitive to the NEAT-activating effects of intraparaventricular orexin-A compared to LCR, especially after high-fat feeding. Lastly, levels of cytosolic phosphoenolpyruvate carboxykinase (PEPCK-C) in the skeletal muscle of HCR were consistently higher than LCR, and the high-fat diet decreased skeletal muscle PEPCK-C in both groups of rats. Differences in muscle PEPCK were not secondary to the differing amount of activity. This suggests the possibility that intrinsic differences in physical activity levels may originate at the level of the skeletal muscle, which could alter brain responsiveness to neuropeptides and other factors that regulate spontaneous daily activity and NEAT.