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Obesity and type 2 diabetes mellitus are disease states associated with hallmark features such as insulin resistance and an impaired ability to oxidize lipids. It has recently been reported that an optimal exercise intensity for fat oxidation (FATmax) exists; we hypothesize that continuous exercise training at this specific intensity can lead to greater improvements in fat oxidation and insulin sensitivity than a eucaloric interval training program.In a counterbalanced, crossover design, eight sedentary, obese, but otherwise healthy male participants performed two 4-wk blocks of endurance training, either at a predetermined intensity eliciting maximal fat oxidation (TPCON) or at 5-min intervals of ± 20% FATmax (TPINT). During the week preceding the exercise training and 48 h after the final exercise bout, an OGTT, V˙O2max test, steady-state exercise, and measurements of body composition were undertaken. Diet was controlled the day before all trials (50% carbohydrate, 35% fat, and 15% protein; ~2900 kcal·d−1). Variables were compared using two-way repeated-measures analyses of variance.It was shown that fat oxidation rates were increased by 44% after TPCON (0.24 ± 0.01 vs 0.35 ± 0.03 g·min−1, P < 0.05) but not after TPINT, and the whole-body insulin sensitivity index was increased by 27% after TPCON (P < 0.05). These changes occurred despite no change in body weight, body mass index (BMI), waist to hip ratio (WHR), percent body fat (%BF), or V˙O2max.A continuous exercise training protocol that can elicit high rates of fat oxidation increases the contribution of fat to substrate oxidation during exercise and can significantly increase insulin sensitivity compared with a eucaloric interval protocol.