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Exercise training enhances insulin sensitivity. Changes in retinol-binding protein-4 (RBP4) and adiponectin levels are linked to insulin resistance.We tested whether the insulin-sensitizing effect of exercise is associated with age-related changes in circulating RBP4 and adiponectin levels in women.We studied 36 healthy young (22.4 ± 2.8 yr) and 38 middle-aged (59.8 ± 5.9 yr) women. All subjects performed 60 min of aerobic exercise three times per week for 10 wk at about 70% maximal exercise capacity.After a 10-wk training program, maximal exercise capacity was significantly increased in both young and middle-aged women, suggesting increased oxidative capacity. Insulin sensitivity was also improved, as indicated by decreases in plasma insulin levels and homeostasis model assessment for insulin resistance index. Serum adiponectin and RBP4 concentrations were increased and decreased more in older than younger women, respectively (P < 0.01). Concurrently, circulating transthyretin levels were also decreased in older subjects in response to exercise training. The older women showed higher correlations between changes in adiponectin or RBP4 levels and obesity indices or metabolic parameters than the younger group. When subjects showing increasing adiponectin or decreasing RBP4 levels were classified as responders, there were higher correlations between these changes in responders than in nonresponders.We conclude that the mechanism for the insulin-sensitizing effects of exercise could involve increased adiponectin and reduced RBP4 levels in exercise-trained women. These data suggest that alterations in circulating RBP4 and adiponectin levels could play an important role in regulating insulin sensitivity.