Systematic, regular high-volume endurance training induces significant metabolic adaptations in glucose and lipids metabolism, which seems to affect the negative impact of unhealthy nutrition, at least in animal models. The present study aimed to investigate the main determinants of body composition, blood glucose and lipids concentrations between middle-aged sedentary individuals (Sed) and well-trained endurance athletes (Run), both following an unhealthy high-fat diet. In thirty-five Sed (Age: 54.0 ± 6.6 yrs, Body Mass: 77.1 ± 10.5 kg, BMI: 31.3 ± 6.0 kg·m−2) and thirty-six Run (Age: 51.6 ± 5.2 yrs, Body Mass: 85.8 ± 3.4 kg, BMI: 23.2 ± 1.8 kg·m−2), body composition, nutritional intake, energy expenditure, resting metabolic rate (RMR), respiratory exchange ratio (RER), and blood glucose and lipids concentrations were evaluated. Multiple linear regression analyses revealed that body composition, blood glucose and lipids’ concentrations in the Run group were primarily determined by the energy expenditure (B: −0.879 to −1.254), while in the Sed group, by their energy intake (B:−0.754 to 0.724). In conclusion, it seems that in well-trained endurance middle-aged athletes, body composition, blood glucose, and lipids concentrations seem to be determined by their training-induced daily energy expenditure and not by their nutritional intake per se. At the same time, nutrition is the primary determinant in aged-matched sedentary individuals, even if they both follow high-fat diets.