Eating and physical activity behaviors influence neuroendocrine output. The purpose of this study was to test, in an animal model of diet-induced cardiovascular disease, the effects of high-fat feeding and exercise training on hypothalamo-pituitary-adrenocortical (HPA) axis activity. We hypothesized that a high-fat diet would increase circulating free fatty acids (FFAs) and decrease the adrenocorticotropic hormone (ACTH) and cortisol response to an acute stressor. We also hypothesized that exercise training would reverse the high-fat diet-induced changes in FFAs and thereby restore the ACTH and cortisol response. Pigs were placed in 1 of 4 groups (normal diet, sedentary; normal diet, exercise training; high-fat diet, sedentary; high-fat diet, exercise training; n = 8/group). Animals were placed on their respective dietary and activity treatments for 16-20 weeks. After completion of the treatments animals were anesthetized and underwent surgical intubation. Blood samples were collected after surgery and the ACTH and cortisol response to surgery was determined and the circulating concentrations of FFAs, glucose, cholesterol, insulin, and IGF-1 were measured. Consistent with our hypothesis, high-fat feeding increased FFAs by 200% and decreased the ACTH stress response by 40%. In exercise-trained animals, the high-fat diet also increased FFA; however, the increase in FFA in exercise-trained pigs was accompanied by a 60% increase in the ACTH response. The divergent effect of high-fat feeding on ACTH response was not expected, as exercise training alone had no effect on the ACTH response. Results demonstrate a significant interaction between diet and exercise and their effect on the ACTH response. The divergent effects of high-fat diet could not be explained by changes in weight gain, blood glucose, insulin, or IGF-1, as these were altered by high-fat feeding, but unaffected by exercise training. Thus, the increase in FFA with high-fat feeding may explain the blunted ACTH response to an acute stressor in sedentary animals, but cannot explain the exaggerated response in exercise trained animals.