Impaired mitochondrial capacity may be implicated in the pathology of chronic metabolic diseases. To elucidate the effect of ethyl pyruvate supplementation on skeletal muscles metabolism we examined changes in activities of mitochondrial and antioxidant enzymes, as well as sulfhydryl groups oxidation (an indirect marker of oxidative stress) during the development of obesity. After 6 weeks feeding of control or high fat diet, Wistar rats were divided into four groups: control diet, control diet and ethyl pyruvate, high fat diet, and high fat diet and ethyl pyruvate. Ethyl pyruvate was administered as 0.3% solution in drinking water, for the following 6 weeks. High fat diet feeding induced the increase of activities 3-hydroxyacylCoA dehydrogenase, citrate synthase, and fumarase. Moreover, higher catalase and superoxide dismutase activities, as well as sulfhydryl groups oxidation, were noted. Ethyl pyruvate supplementation did not affect the mitochondrial enzymes’ activities, but induced superoxide dismutase activity and sulfhydryl groups oxidation. All of the changes were observed in soleus muscle, but not in extensor digitorum longus muscle. Additionally, positive correlations between fasting blood insulin concentration and activities of catalase (p = 0.04), and superoxide dismutase (p = 0.01) in soleus muscle were noticed. Prolonged ethyl pyruvate consumption elevated insulin concentration, which may cause modifications in oxidative type skeletal muscles.