Emerging evidence support an important role of reactive oxygen species in various forms of insulin resistance. It is identified that melatonin has antioxidant properties and prevents toxic effects of reactive oxygen species. In this study, we sought to assess the involvement of melatonin in the progression of insulin resistance in response to a high-fat diet (HFD) and to investigate the underlying mechanisms. Male rats were fed with a control diet, a high-fat diet, or a high-fat diet supplemented with melatonin (5 mg kg−1, i.p.) for 10 weeks. Glucose homeostasis, insulin sensitivity, antioxidative potency, and metabolic profiles in the rats were evaluated. Our results showed that a HFD led to increasing body mass, adipose tissue weight, plasma insulin, total cholesterol (TC), triglycerides (TG), free fatty acids (FFA), and decreased HDL-cholesterol (HDL-C) in rats. There was also a significant increase in the level of malondialdehyde (MDA) and decrease in superoxide dismutase (SOD) activity, oxidative stress markers both in the plasma and liver. An enhanced hepatic phosphoenolpyruvate carboxy-kinase (PEPCK) activity and RNA expression were observed. Impaired insulin signaling was evidenced by reducing insulin receptor substrate 2 (IRS2) tyrosine phosphorylation and protein kinase B (PKB) serine phosphorylation in response to insulin. Overactivation of stress-activated protein kinases JNK was also observed in the liver of HFD rats. However, simultaneous administration of melatonin to HFD rats significantly reduced oxidative stress in the system and liver, markedly improved impaired glucose homeostasis, insulin sensitivity, antioxidative potency, metabolic profiles and all the aforesaid adverse changes in HFD rats. Our results demonstrated that anti-oxidative property of melatonin is sufficient to ameliorate the insulin resistance condition, leading to the improvement of glucose homeostasis and the restoration of hepatic insulin signaling in a rat model of HFD-induced insulin resistance.