Physical inactivity is considered as one of the main causes of obesity in modern civilizations, and it has been demonstrated that resistance training programs can be used to reduce fat mass. The effects of voluntary exercise on energy metabolism are less clear in adipose tissue. Therefore, the effects of three different voluntary exercise programs on the control of energy metabolism in subcutaneous fat were tested in two different mouse lines. In a cross-over study design, male mice were kept for three or six weeks in the presence or absence of running wheels. For the experiment, mice with increased running capacity (DUhTP) were used and compared to controls (DUC). Body and organ weight, feed intake, and voluntary running wheel activity were recorded. In subcutaneous fat, gene expression of browning markers and mitochondrial energy metabolism were analyzed. Exercise increased heart weight in control mice (p < 0.05) but significantly decreased subcutaneous, epididymal, perinephric, and brown fat mass in both genetic groups (p < 0.05). Gene expression analysis revealed higher expression of browning markers and individual complex subunits present in the electron transport chain in subcutaneous fat of DUhTP mice compared to controls (DUC; p < 0.01), independent of physical activity. While in control mice, voluntary exercise had no effect on markers of mitochondrial fission or fusion, in DUhTP mice, reduced mitochondrial DNA, transcription factor Nrf1, fission- (Dnm1), and fusion-relevant transcripts (Mfn1 and 2) were observed in response to voluntary physical activity (p < 0.05). Our findings indicate that the superior running abilities in DUhTP mice, on one hand, are connected to elevated expression of genetic markers for browning and oxidative phosphorylation in subcutaneous fat. In subcutaneous fat from DUhTP but not in unselected control mice, we further demonstrate reduced expression of genes for mitochondrial fission and fusion in response to voluntary physical activity.