Sclerostin is an inhibitor of the osteogenic Wnt/β-catenin signaling pathway that also has an endocrine role in regulating adipocyte differentiation and metabolism. Additionally, subcutaneous white adipose tissue (scWAT) sclerostin content decreases following exercise training (EXT). Therefore, we hypothesized that EXT-induced reductions in adipose tissue sclerostin may play a role in regulating adaptations in body composition and whole-body metabolism. To test this hypothesis, 10-week-old male C57BL/6J mice were either sedentary (SED) or performing 1 hour of treadmill running at ~65% to 70% maximum oxygen consumption (VO_2max) 5 day/week (EXT) for 4 weeks and had subcutaneous injections of either saline (C) or recombinant sclerostin (S) (0.1 mg/kg body mass) 5 day/week;​ thus, making four groups (SED-C, EXT-C, SED-S, and EXT-S;​ n = 12/group). No differences in body mass were observed between experimental groups, whereas food intake was higher in EXT (p = 0.03) and S (p = 0.08) groups. There was a higher resting energy expenditure in all groups compared to SED-C. EXT-C had increased lean mass and decreased fat mass percentage compared to SED-C and SED-S. No differences in body composition were observed in either the SED-S or EXT-S groups. Lower scWAT (inguinal), epididymal white adipose tissue (eWAT) (visceral epididymal) mass, and scWAT adipocyte cell size and increased percentage of multilocular cells in scWAT were observed in the EXT-C group compared to SED-C, whereas lower eWAT was only observed in the EXT-S group. EXT mice had increased scWAT low-density lipoprotein receptor-related protein 4 (Lrp4) and mitochondrial content and sclerostin treatment only inhibited increased Lrp4 content with EXT. Together, these results provide evidence that reductions in resting sclerostin with exercise training may influence associated alterations in energy metabolism and body composition, particularly in scWAT.