We aimed to test whether moderate physical training can induce long-lasting protection against cardiovascular risk factors induced by high fat diet (HFD) intake, even after cessation of training. 90-days-old Wistar rats were submitted to a sedentary lifestyle or moderate physical training, three times a week, for 30 days. Following this, at 120 days-of age, sedentary and trained rats received a hypercaloric diet (HFD) or a commercial diet normal fat diet (NFD) for 30 days. Body weight (BW) and food intake were evaluated weekly. At 150 days-of age, hemodynamic measures (systolic, diastolic, mean blood pressure, pulse pressure, pulse interval and heart rate) were made via an indwelling femoral artery catheter. Beat-to-beat data were analyzed to calculate power spectra of systolic blood pressure (SBP) and pulse interval. After euthanasia, mesenteric fat pads were removed and weighted and total blood was stored for later analysis of lipid profile. Consumption of a HFD increased blood pressure (BP), pulse pressure, low frequency BP variability, BW gain, fat pad stores and induced dyslipidemia. Interestingly, prior physical training was able to partially protect against this rise in BP and body fat stores. Prior physical training did not totally protect against the effects of HFD consumption but previously trained animals did demonstrate resistance to the development of cardiometabolic alterations, which illustrate that the benefits of physical training may be partially maintained even after 30 days of detraining period.