In healthy humans and rodents, chronic and acute exercise improves subsequent insulin sensitivity of skeletal muscle. A large animal species with similar metabolic responses to exercise would permit longitudinal studies, including repeated biopsies of muscle and other tissues not possible in rodents, and enable study of interactions with insulin-resistant physiological states not feasible in humans. Therefore, we examined whether acute exercise increases insulin sensitivity in adult sheep. Insulin sensitivity was measured by hyperinsulinemic euglycemic clamp (HEC) in mature female sheep (n = 7). Sheep were familiarized to treadmill walking and then performed an acute exercise bout (30 min, 8% slope, up to 4.4 km/h). A second HEC was conducted ∼18 h after the acute exercise. Musculus semimembranosus biopsies were obtained before and after each HEC. Glucose infusion rate during the HEC increased 40% (P = 0.003) and insulin sensitivity (glucose infusion rate/plasma insulin concentration) increased 32% (P = 0.028) after acute exercise. Activation of proximal insulin signaling in skeletal muscle after the HEC, measured as Ser(473) phosphorylation of Akt, increased approximately five-fold in response to insulin (P < 0.001) and was unaltered by acute exercise performed 18 h earlier. PGC1α and GLUT4 protein, glycogen content and citrate synthase activity in skeletal muscle did not change in response to insulin or exercise. In conclusion, improved insulin sensitivity and unchanged proximal insulin signaling on the day after acute exercise in sheep are consistent with responses in humans and rodents, suggesting that the sheep is an appropriate large-animal model in which to study responses to exercise.